+75.5%
ASML vs RUN
-82.6%
+158.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.1% | +3.9% | +4.9% |
| 7D | -9.0% | +33.4% | -42.4% | -13.2% |
| 30D | -21.0% | +31.1% | -52.1% | -24.6% |
| 3M | -16.3% | +6.4% | -22.7% | -17.8% |
| 6M | -7.5% | -22.2% | +14.7% | -5.3% |
| YTD | +34.0% | -45.8% | +79.7% | +41.2% |
| 1Y | +39.3% | -51.1% | +90.4% | +48.1% |
| 3Y | +128.9% | -3.0% | +131.9% | +80.5% |
| All | +75.5% | -82.6% | +158.0% | +91.6% |
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