+20,743.2%
ASML vs RMBS
+1,337.6%
+19,405.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.7% | -3.9% | +0.2% |
| 7D | +2.5% | +3.0% | -0.4% | +1.7% |
| 30D | -12.2% | -15.5% | +3.3% | -8.3% |
| 3M | -14.6% | -11.5% | -3.1% | -12.2% |
| 6M | -1.7% | -36.5% | +34.8% | +9.7% |
| YTD | +44.3% | -7.1% | +51.4% | +41.9% |
| 1Y | +51.0% | -18.7% | +69.6% | +53.2% |
| 3Y | +137.6% | +36.2% | +101.4% | +101.7% |
| 5Y | +92.7% | +252.0% | -159.3% | +28.5% |
| 10Y | +1,582.8% | +561.2% | +1,021.6% | +858.7% |
| All | +20,743.2% | +1,337.6% | +19,405.6% | +3,533.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling