+1,559.3%
ASML vs STZ
+12.6%
+1,546.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.8% | -2.5% |
| 7D | +10.4% | 0.0% | +10.3% | +10.3% |
| 30D | -12.7% | +14.7% | -27.4% | -16.8% |
| 3M | -17.2% | +8.8% | -26.0% | -20.1% |
| 6M | -1.3% | +3.1% | -4.4% | -3.7% |
| YTD | +40.8% | +7.9% | +32.9% | +33.6% |
| 1Y | +45.2% | +14.2% | +31.0% | +34.6% |
| 3Y | +131.8% | -35.2% | +167.0% | +159.6% |
| 5Y | +84.0% | -29.6% | +113.6% | +98.5% |
| All | +1,559.3% | +12.6% | +1,546.7% | +1,441.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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