+82.9%
ASML vs RVMD
+437.8%
-354.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | 0.0% | -2.0% |
| 7D | +10.4% | -0.7% | +11.1% | +10.4% |
| 30D | -12.7% | -6.4% | -6.3% | -11.8% |
| 3M | -17.2% | -14.1% | -3.1% | -15.3% |
| 6M | -1.3% | +21.0% | -22.3% | -4.6% |
| YTD | +40.8% | +121.4% | -80.6% | +20.4% |
| 1Y | +45.2% | +167.9% | -122.7% | +20.0% |
| 3Y | +131.8% | +794.7% | -662.9% | +51.6% |
| All | +82.9% | +437.8% | -354.9% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling