+86.4%
ASML vs RUN
-83.2%
+169.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.4% | +8.6% | +6.6% |
| 7D | -0.8% | +18.1% | -18.9% | -3.6% |
| 30D | -14.9% | +27.5% | -42.4% | -18.4% |
| 3M | -13.0% | -4.5% | -8.5% | -13.1% |
| 6M | -4.7% | -33.3% | +28.6% | -0.1% |
| YTD | +42.3% | -47.1% | +89.4% | +50.4% |
| 1Y | +49.7% | -43.1% | +92.9% | +55.9% |
| 3Y | +144.3% | -3.0% | +147.3% | +92.3% |
| 5Y | +86.4% | -82.6% | +169.0% | +102.0% |
| All | +86.4% | -83.2% | +169.6% | +102.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling