+51.0%
ASML vs RUN
-50.6%
+101.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.1% | -2.4% | +1.2% |
| 7D | +2.5% | +3.2% | -0.6% | +1.7% |
| 30D | -12.2% | +19.5% | -31.7% | -15.3% |
| 3M | -14.6% | -9.6% | -5.0% | -13.7% |
| 6M | -1.7% | -37.3% | +35.6% | +4.6% |
| YTD | +44.3% | -50.7% | +95.0% | +50.6% |
| 1Y | +51.0% | -54.1% | +105.1% | +58.3% |
| All | +51.0% | -50.6% | +101.6% | +58.3% |
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