+108.6%
ASML vs STZ
-33.3%
+141.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.3% |
| 7D | +1.1% | -1.9% | +3.0% | +1.6% |
| 30D | +2.2% | -1.9% | +4.1% | +2.5% |
| 3M | -2.3% | -6.2% | +3.9% | -1.4% |
| 6M | +23.0% | -14.0% | +37.0% | +27.0% |
| YTD | +61.1% | -5.1% | +66.2% | +59.6% |
| 1Y | +129.1% | -9.6% | +138.7% | +130.2% |
| 3Y | +165.4% | -47.2% | +212.6% | +223.1% |
| All | +108.6% | -33.3% | +141.9% | +123.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling