+128.9%
ASML vs STZ
-37.2%
+166.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.8% | +6.8% | +5.0% |
| 7D | -9.0% | +4.9% | -13.9% | -9.0% |
| 30D | -21.0% | +20.9% | -41.8% | -21.5% |
| 3M | -16.3% | +8.0% | -24.3% | -16.2% |
| 6M | -7.5% | -5.3% | -2.2% | -6.0% |
| YTD | +34.0% | +5.9% | +28.1% | +32.9% |
| 1Y | +39.3% | +14.2% | +25.1% | +36.3% |
| 3Y | +128.9% | -37.0% | +165.8% | +142.5% |
| All | +128.9% | -37.2% | +166.0% | +142.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling