+1,430.3%
ASML vs RUN
-24.4%
+1,454.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +12.3% | -21.6% | -11.3% |
| 7D | -19.0% | +30.0% | -49.1% | -22.8% |
| 30D | -25.9% | +27.0% | -53.0% | -29.2% |
| 3M | -19.1% | -5.9% | -13.1% | -19.1% |
| 6M | -5.7% | -26.7% | +20.9% | -2.5% |
| YTD | +27.6% | -46.4% | +73.9% | +35.3% |
| 1Y | +30.8% | -52.1% | +82.8% | +40.2% |
| 3Y | +116.2% | -8.9% | +125.2% | +73.2% |
| 5Y | +67.7% | -82.4% | +150.1% | +66.3% |
| 10Y | +1,355.3% | +109.6% | +1,245.8% | +840.2% |
| All | +1,430.3% | -24.4% | +1,454.7% | +931.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling