+46.1%
ASML vs S
+36.5%
+9.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.6% | -5.2% | -3.6% |
| 7D | -10.0% | -8.2% | -1.8% | -9.9% |
| 30D | -19.4% | -7.6% | -11.8% | -19.5% |
| 3M | -12.5% | +12.0% | -24.4% | -11.7% |
| 6M | +8.2% | +50.6% | -42.4% | +9.2% |
| YTD | +40.7% | +56.6% | -15.9% | +43.3% |
| 1Y | +46.1% | +39.2% | +6.9% | +50.8% |
| All | +46.1% | +36.5% | +9.7% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling