+116.4%
ASML vs S
-52.7%
+169.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.6% | +3.4% | +4.6% |
| 7D | -9.0% | -13.4% | +4.4% | -5.8% |
| 30D | -21.0% | -14.0% | -7.0% | -18.1% |
| 3M | -16.3% | +4.9% | -21.2% | -18.3% |
| 6M | -7.5% | +42.0% | -49.5% | -17.3% |
| YTD | +34.0% | +45.1% | -11.1% | +17.3% |
| 1Y | +39.3% | +33.1% | +6.2% | +24.3% |
| 3Y | +128.9% | +40.6% | +88.2% | +92.3% |
| 5Y | +76.1% | -67.5% | +143.5% | +87.6% |
| All | +116.4% | -52.7% | +169.1% | +122.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling