+108.6%
ASML vs S
-71.4%
+180.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +4.1% |
| 7D | +1.1% | -7.7% | +8.8% | +3.1% |
| 30D | +2.2% | -5.3% | +7.5% | +3.1% |
| 3M | -2.3% | +20.3% | -22.6% | -8.0% |
| 6M | +23.0% | +47.4% | -24.4% | +8.0% |
| YTD | +61.1% | +32.5% | +28.5% | +44.8% |
| 1Y | +129.1% | +9.5% | +119.6% | +115.7% |
| 3Y | +165.4% | +15.5% | +149.8% | +134.2% |
| All | +108.6% | -71.4% | +180.0% | +137.9% |
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