+45.2%
ASML vs S
+29.4%
+15.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.3% | +3.8% | -2.0% |
| 7D | +10.4% | +4.1% | +6.3% | +10.2% |
| 30D | -12.7% | -7.2% | -5.6% | -12.5% |
| 3M | -17.2% | 0.0% | -17.1% | -16.1% |
| 6M | -1.3% | +41.6% | -42.9% | -0.2% |
| YTD | +40.8% | +48.6% | -7.8% | +43.9% |
| 1Y | +45.2% | +30.0% | +15.2% | +51.5% |
| All | +45.2% | +29.4% | +15.8% | +51.5% |
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