+93.0%
ASML vs RMBS
+240.0%
-147.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -2.9% | -8.4% | +5.6% | +0.8% |
| 30D | -15.2% | -24.9% | +9.7% | -4.1% |
| 3M | -12.9% | -15.8% | +2.9% | -7.2% |
| 6M | -5.0% | -37.5% | +32.5% | +13.5% |
| YTD | +41.8% | -12.1% | +53.9% | +36.0% |
| 1Y | +46.0% | -27.0% | +73.0% | +51.9% |
| 3Y | +133.5% | +28.8% | +104.6% | +58.3% |
| 5Y | +93.0% | +236.2% | -143.2% | -46.3% |
| All | +93.0% | +240.0% | -147.0% | -46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling