-1.7%
ASML vs RMBS
-32.4%
+30.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.7% | -3.9% | -1.1% |
| 7D | +2.5% | +3.0% | -0.4% | +0.6% |
| 30D | -12.2% | -15.5% | +3.3% | -5.5% |
| 3M | -14.6% | -11.5% | -3.1% | -11.0% |
| 6M | -1.7% | -36.5% | +34.8% | +19.8% |
| All | -1.7% | -32.4% | +30.6% | +19.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling