+1,323.9%
ASML vs RY
+366.5%
+957.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.9% | -6.5% | -6.9% |
| 7D | -19.0% | -1.1% | -17.9% | -18.2% |
| 30D | -25.9% | +4.4% | -30.4% | -28.6% |
| 3M | -19.1% | -2.9% | -16.1% | -17.1% |
| 6M | -5.7% | +15.6% | -21.3% | -16.8% |
| YTD | +27.6% | +21.8% | +5.8% | +8.0% |
| 1Y | +30.8% | +42.6% | -11.8% | -3.0% |
| 3Y | +116.2% | +160.9% | -44.7% | -5.4% |
| 5Y | +67.7% | +126.1% | -58.4% | -16.3% |
| All | +1,323.9% | +366.5% | +957.4% | +412.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling