+46.1%
ASML vs STM
+92.4%
-46.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.1% | +2.5% | -0.5% |
| 7D | -10.0% | -6.0% | -4.0% | -7.1% |
| 30D | -19.4% | -20.9% | +1.5% | -9.6% |
| 3M | -12.5% | -15.8% | +3.3% | -5.1% |
| 6M | +8.2% | -17.0% | +25.3% | +16.0% |
| YTD | +40.7% | +76.8% | -36.1% | -0.1% |
| 1Y | +46.1% | +96.5% | -50.3% | -2.0% |
| All | +46.1% | +92.4% | -46.2% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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