+75.5%
ASML vs S
-67.4%
+142.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.6% | +3.4% | +4.6% |
| 7D | -9.0% | -13.4% | +4.4% | -5.6% |
| 30D | -21.0% | -14.0% | -7.0% | -18.0% |
| 3M | -16.3% | +4.9% | -21.2% | -18.4% |
| 6M | -7.5% | +42.0% | -49.5% | -17.7% |
| YTD | +34.0% | +45.1% | -11.1% | +16.6% |
| 1Y | +39.3% | +33.1% | +6.2% | +23.6% |
| 3Y | +128.9% | +40.6% | +88.2% | +90.0% |
| All | +75.5% | -67.4% | +142.9% | +102.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling