+128.9%
ASML vs RVMD
+793.5%
-664.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +8.2% | -3.2% | +3.6% |
| 7D | -9.0% | +0.5% | -9.5% | -9.0% |
| 30D | -21.0% | -4.3% | -16.7% | -20.5% |
| 3M | -16.3% | -2.8% | -13.5% | -16.1% |
| 6M | -7.5% | +27.3% | -34.8% | -11.3% |
| YTD | +34.0% | +141.4% | -107.4% | +13.2% |
| 1Y | +39.3% | +213.3% | -174.0% | +10.9% |
| 3Y | +128.9% | +792.7% | -663.8% | +36.9% |
| All | +128.9% | +793.5% | -664.6% | +36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling