+75.5%
ASML vs RMBS
+208.7%
-133.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +7.0% | -1.9% | +1.9% |
| 7D | -9.0% | -12.0% | +2.9% | -3.9% |
| 30D | -21.0% | -33.1% | +12.2% | -5.8% |
| 3M | -16.3% | -23.7% | +7.4% | -6.8% |
| 6M | -7.5% | -42.7% | +35.2% | +15.0% |
| YTD | +34.0% | -18.9% | +52.9% | +33.3% |
| 1Y | +39.3% | -30.0% | +69.3% | +47.4% |
| 3Y | +128.9% | +28.8% | +100.0% | +52.9% |
| All | +75.5% | +208.7% | -133.3% | -49.3% |
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