+67.7%
ASML vs S
-69.2%
+136.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -8.8% | -0.5% | -7.1% |
| 7D | -19.0% | -16.7% | -2.4% | -15.2% |
| 30D | -25.9% | -17.0% | -9.0% | -22.5% |
| 3M | -19.1% | +2.0% | -21.1% | -20.6% |
| 6M | -5.7% | +35.1% | -40.8% | -15.1% |
| YTD | +27.6% | +42.8% | -15.2% | +11.5% |
| 1Y | +30.8% | +27.7% | +3.0% | +17.4% |
| 3Y | +116.2% | +33.0% | +83.3% | +82.3% |
| 5Y | +67.7% | -68.0% | +135.7% | +85.2% |
| All | +67.7% | -69.2% | +136.8% | +85.2% |
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