-5.7%
ASML vs STM
-28.4%
+22.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -12.4% | +3.1% | -2.6% |
| 7D | -19.0% | -20.1% | +1.0% | -8.7% |
| 30D | -25.9% | -32.0% | +6.0% | -9.6% |
| 3M | -19.1% | -24.2% | +5.1% | -6.8% |
| 6M | -5.7% | -29.9% | +24.2% | +12.6% |
| All | -5.7% | -28.4% | +22.7% | +12.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling