+135.9%
ASML vs RVMD
+887.5%
-751.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -9.8% |
| YTD | +41.8% | +142.4% | -100.6% | +19.5% |
| 1Y | +46.0% | +207.8% | -161.7% | +16.5% |
| All | +135.9% | +887.5% | -751.7% | +36.0% |
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 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