+144.3%
ASML vs RMBS
+33.4%
+110.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +8.3% | -2.1% | +2.8% |
| 7D | -0.8% | -3.9% | +3.0% | +0.5% |
| 30D | -14.9% | -24.9% | +10.0% | -5.0% |
| 3M | -13.0% | -20.5% | +7.5% | -5.8% |
| 6M | -4.7% | -37.5% | +32.8% | +11.9% |
| YTD | +42.3% | -12.1% | +54.4% | +38.8% |
| 1Y | +49.7% | -25.0% | +74.7% | +54.8% |
| 3Y | +144.3% | +36.1% | +108.2% | +73.2% |
| All | +144.3% | +33.4% | +110.9% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RMBS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling