+164.9%
ASML vs RUN
-42.7%
+207.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.2% |
| 7D | +1.1% | +1.3% | -0.1% | +0.9% |
| 30D | +2.2% | -15.3% | +17.4% | +3.9% |
| 3M | -2.3% | -40.0% | +37.7% | +2.9% |
| 6M | +23.0% | -27.0% | +49.9% | +26.6% |
| YTD | +61.1% | -51.7% | +112.7% | +70.1% |
| 1Y | +129.1% | -45.9% | +175.0% | +137.7% |
| All | +164.9% | -42.7% | +207.6% | +142.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling