+473.3%
ASML vs RVMD
+644.5%
-171.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.2% |
| 7D | +1.1% | +1.0% | +0.1% | +0.9% |
| 30D | +2.2% | +6.4% | -4.3% | +1.0% |
| 3M | -2.3% | +34.9% | -37.2% | -7.3% |
| 6M | +23.0% | +107.6% | -84.6% | +6.8% |
| YTD | +61.1% | +163.7% | -102.6% | +32.3% |
| 1Y | +129.1% | +439.2% | -310.1% | +64.3% |
| 3Y | +165.4% | +499.2% | -333.8% | +77.8% |
| 5Y | +109.5% | +621.7% | -512.3% | +24.1% |
| All | +473.3% | +644.5% | -171.2% | +197.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling