+1,504.8%
ASML vs RUN
+133.0%
+1,371.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.4% | +8.6% | +6.6% |
| 7D | -0.8% | +18.1% | -18.9% | -4.0% |
| 30D | -14.9% | +27.5% | -42.4% | -19.0% |
| 3M | -13.0% | -4.5% | -8.5% | -13.2% |
| 6M | -4.7% | -33.3% | +28.6% | +0.6% |
| YTD | +42.3% | -47.1% | +89.4% | +51.7% |
| 1Y | +49.7% | -43.1% | +92.9% | +56.9% |
| 3Y | +144.3% | -3.0% | +147.3% | +87.5% |
| 5Y | +86.4% | -82.6% | +169.0% | +86.5% |
| 10Y | +1,504.8% | +103.3% | +1,401.5% | +821.4% |
| All | +1,504.8% | +133.0% | +1,371.8% | +821.4% |
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