+1,644.6%
ASML vs RY
+373.9%
+1,270.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.8% |
| 7D | +1.1% | +3.1% | -2.0% | -1.6% |
| 30D | +2.2% | -0.3% | +2.5% | +2.4% |
| 3M | -2.3% | +8.7% | -11.0% | -9.1% |
| 6M | +23.0% | +28.5% | -5.6% | -0.4% |
| YTD | +61.1% | +25.1% | +35.9% | +33.4% |
| 1Y | +129.1% | +46.3% | +82.8% | +66.5% |
| 3Y | +165.4% | +154.9% | +10.4% | +18.4% |
| 5Y | +109.5% | +140.3% | -30.8% | -0.4% |
| All | +1,644.6% | +373.9% | +1,270.6% | +464.8% |
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