+1,323.9%
ASML vs STM
+377.3%
+946.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -12.4% | +3.1% | -1.7% |
| 7D | -19.0% | -20.1% | +1.0% | -7.1% |
| 30D | -25.9% | -32.0% | +6.0% | -6.5% |
| 3M | -19.1% | -24.2% | +5.1% | -4.8% |
| 6M | -5.7% | -29.9% | +24.2% | +12.2% |
| YTD | +27.6% | +54.9% | -27.3% | -10.3% |
| 1Y | +30.8% | +68.0% | -37.2% | -12.9% |
| 3Y | +116.2% | -0.1% | +116.4% | +85.1% |
| 5Y | +67.7% | -17.9% | +85.6% | +61.8% |
| All | +1,323.9% | +377.3% | +946.6% | +442.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling