-5.7%
ASML vs RUN
-24.0%
+18.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +12.3% | -21.6% | -11.0% |
| 7D | -19.0% | +30.0% | -49.1% | -23.0% |
| 30D | -25.9% | +27.0% | -53.0% | -29.3% |
| 3M | -19.1% | -5.9% | -13.1% | -17.0% |
| 6M | -5.7% | -26.7% | +20.9% | +3.8% |
| All | -5.7% | -24.0% | +18.3% | +3.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling