+404.7%
ASML vs RVMD
+584.4%
-179.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.2% | +0.3% |
| 7D | -2.9% | -0.6% | -2.3% | -2.7% |
| 30D | -15.2% | +1.7% | -16.9% | -15.5% |
| 3M | -12.9% | -6.7% | -6.2% | -12.1% |
| 6M | -5.0% | +36.1% | -41.2% | -10.3% |
| YTD | +41.8% | +142.4% | -100.6% | +18.0% |
| 1Y | +46.0% | +207.8% | -161.7% | +16.2% |
| 3Y | +133.5% | +879.5% | -746.0% | +46.5% |
| 5Y | +93.0% | +509.0% | -416.0% | +18.1% |
| All | +404.7% | +584.4% | -179.6% | +165.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 10y: compounded portfolio wealth divided by compounded RVMD 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…
10y analysis · Full analysis span regression · 6 months rolling