+108.6%
ASML vs RMBS
+250.7%
-142.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.8% | +3.6% |
| 7D | +1.1% | -0.3% | +1.5% | +1.3% |
| 30D | +2.2% | -12.2% | +14.4% | +8.0% |
| 3M | -2.3% | -49.5% | +47.2% | +31.0% |
| 6M | +23.0% | -7.1% | +30.1% | +20.4% |
| YTD | +61.1% | -7.0% | +68.1% | +52.3% |
| 1Y | +129.1% | +13.3% | +115.8% | +89.5% |
| 3Y | +165.4% | +49.2% | +116.1% | +65.1% |
| All | +108.6% | +250.7% | -142.1% | -38.0% |
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