+45.2%
ASML vs RUN
-57.8%
+103.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.1% | +3.6% | -1.6% |
| 7D | +10.4% | -13.7% | +24.0% | +12.5% |
| 30D | -12.7% | +9.4% | -22.1% | -14.7% |
| 3M | -17.2% | -13.4% | -3.8% | -15.9% |
| 6M | -1.3% | -39.6% | +38.3% | +5.6% |
| YTD | +40.8% | -53.7% | +94.5% | +48.2% |
| 1Y | +45.2% | -56.2% | +101.4% | +53.1% |
| All | +45.2% | -57.8% | +103.0% | +53.1% |
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