+123.1%
ASML vs RVMD
+414.4%
-291.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.2% | +3.0% |
| 7D | +6.0% | -1.2% | +7.2% | +6.1% |
| 30D | +1.4% | +1.1% | +0.3% | +1.2% |
| 3M | +1.0% | +39.6% | -38.6% | -2.0% |
| 6M | +37.0% | +110.7% | -73.7% | +28.5% |
| YTD | +65.8% | +160.3% | -94.5% | +54.8% |
| 1Y | +123.1% | +404.9% | -281.8% | +94.0% |
| All | +123.1% | +414.4% | -291.3% | +94.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling