+77,094.7%
ASML vs STM
+1,233.3%
+75,861.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -12.4% | +3.1% | -1.1% |
| 7D | -19.0% | -20.1% | +1.0% | -6.2% |
| 30D | -25.9% | -32.0% | +6.0% | -5.0% |
| 3M | -19.1% | -24.2% | +5.1% | -3.8% |
| 6M | -5.7% | -29.9% | +24.2% | +13.3% |
| YTD | +27.6% | +54.9% | -27.3% | -12.1% |
| 1Y | +30.8% | +68.0% | -37.2% | -14.8% |
| 3Y | +116.2% | -0.1% | +116.4% | +81.2% |
| 5Y | +67.7% | -17.9% | +85.6% | +60.7% |
| 10Y | +1,355.3% | +392.2% | +963.1% | +264.9% |
| All | +77,094.7% | +1,233.3% | +75,861.4% | +11,846.5% |
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 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