+46.1%
ASML vs RUN
-53.7%
+99.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -4.9% | -3.8% |
| 7D | -10.0% | +18.5% | -28.5% | -12.5% |
| 30D | -19.4% | +15.5% | -34.9% | -21.5% |
| 3M | -12.5% | -20.3% | +7.8% | -9.7% |
| 6M | +8.2% | -30.8% | +39.0% | +13.9% |
| YTD | +40.7% | -52.2% | +92.9% | +48.3% |
| 1Y | +46.1% | -53.9% | +100.0% | +53.7% |
| All | +46.1% | -53.7% | +99.9% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 1y: compounded portfolio wealth divided by compounded RUN 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…
1y analysis · Full analysis span regression · 6 months rolling