+1,559.3%
ASML vs RUN
+66.4%
+1,492.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.1% | +3.6% | -1.4% |
| 7D | +10.4% | -13.7% | +24.0% | +13.0% |
| 30D | -12.7% | +9.4% | -22.1% | -14.8% |
| 3M | -17.2% | -13.4% | -3.8% | -16.1% |
| 6M | -1.3% | -39.6% | +38.3% | +5.8% |
| YTD | +40.8% | -53.7% | +94.5% | +53.4% |
| 1Y | +45.2% | -56.2% | +101.4% | +59.2% |
| 3Y | +131.8% | -9.7% | +141.6% | +79.4% |
| 5Y | +84.0% | -85.5% | +169.5% | +90.2% |
| All | +1,559.3% | +66.4% | +1,492.9% | +876.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling