+140.3%
ASML vs RY
+166.5%
-26.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.0% | -6.6% | -6.0% |
| 7D | -10.0% | +2.5% | -12.5% | -11.8% |
| 30D | -19.4% | +8.4% | -27.9% | -24.6% |
| 3M | -12.5% | +1.2% | -13.7% | -13.5% |
| 6M | +8.2% | +19.4% | -11.1% | -6.7% |
| YTD | +40.7% | +25.4% | +15.3% | +16.7% |
| 1Y | +46.1% | +46.7% | -0.5% | +8.6% |
| All | +140.3% | +166.5% | -26.2% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling