+85,040.9%
ASML vs STM
+1,421.9%
+83,619.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.1% | +2.5% | +0.4% |
| 7D | -10.0% | -6.0% | -4.0% | -6.3% |
| 30D | -19.4% | -20.9% | +1.5% | -6.4% |
| 3M | -12.5% | -15.8% | +3.3% | -2.9% |
| 6M | +8.2% | -17.0% | +25.3% | +16.5% |
| YTD | +40.7% | +76.8% | -36.1% | -11.1% |
| 1Y | +46.1% | +96.5% | -50.3% | -14.2% |
| 3Y | +138.5% | +14.0% | +124.5% | +83.3% |
| 5Y | +84.2% | -5.8% | +90.0% | +61.4% |
| 10Y | +1,505.1% | +461.9% | +1,043.3% | +269.1% |
| All | +85,040.9% | +1,421.9% | +83,619.1% | +11,983.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling