+23,163.9%
ASML vs RMBS
+1,339.3%
+21,824.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.8% | +3.8% |
| 7D | +1.1% | -0.3% | +1.5% | +1.2% |
| 30D | +2.2% | -12.2% | +14.4% | +5.6% |
| 3M | -2.3% | -49.5% | +47.2% | +16.7% |
| 6M | +23.0% | -7.1% | +30.1% | +23.0% |
| YTD | +61.1% | -7.0% | +68.1% | +59.0% |
| 1Y | +129.1% | +13.3% | +115.8% | +111.9% |
| 3Y | +165.4% | +49.2% | +116.1% | +120.0% |
| 5Y | +109.5% | +250.0% | -140.5% | +40.5% |
| 10Y | +1,645.7% | +495.1% | +1,150.6% | +921.5% |
| All | +23,163.9% | +1,339.3% | +21,824.5% | +3,971.6% |
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