+164.9%
ASML vs STM
+16.2%
+148.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +3.2% |
| 7D | +1.1% | +5.8% | -4.7% | -1.7% |
| 30D | +2.2% | -1.0% | +3.2% | +2.5% |
| 3M | -2.3% | -33.3% | +31.0% | +17.5% |
| 6M | +23.0% | +57.4% | -34.4% | -5.3% |
| YTD | +61.1% | +102.2% | -41.1% | +8.3% |
| 1Y | +129.1% | +99.6% | +29.5% | +53.1% |
| All | +164.9% | +16.2% | +148.8% | +139.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling