+376.9%
ASML vs RVMD
+581.6%
-204.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +8.2% | -3.2% | +3.6% |
| 7D | -9.0% | +0.5% | -9.5% | -9.1% |
| 30D | -21.0% | -4.3% | -16.7% | -20.4% |
| 3M | -16.3% | -2.8% | -13.5% | -16.1% |
| 6M | -7.5% | +27.3% | -34.8% | -11.6% |
| YTD | +34.0% | +141.4% | -107.4% | +11.6% |
| 1Y | +39.3% | +213.3% | -174.0% | +10.4% |
| 3Y | +128.9% | +792.7% | -663.8% | +45.9% |
| 5Y | +76.1% | +470.6% | -394.5% | +9.1% |
| All | +376.9% | +581.6% | -204.7% | +150.8% |
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