+400.5%
ASML vs RVMD
+510.7%
-110.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.3% |
| 7D | +4.9% | -10.4% | +15.3% | +6.9% |
| 30D | -9.3% | -11.0% | +1.7% | -7.5% |
| 3M | -19.0% | -14.7% | -4.3% | -17.0% |
| 6M | -5.2% | +14.9% | -20.1% | -7.8% |
| YTD | +40.6% | +116.3% | -75.7% | +19.3% |
| 1Y | +47.5% | +167.6% | -120.1% | +20.2% |
| 3Y | +133.9% | +776.8% | -642.9% | +49.5% |
| 5Y | +83.8% | +424.8% | -341.0% | +15.4% |
| All | +400.5% | +510.7% | -110.2% | +168.2% |
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