+67.7%
ASML vs STZ
-27.7%
+95.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.6% | -8.7% | -9.2% |
| 7D | -19.0% | +11.8% | -30.8% | -20.8% |
| 30D | -25.9% | +26.0% | -51.9% | -29.6% |
| 3M | -19.1% | +11.5% | -30.6% | -21.2% |
| 6M | -5.7% | -2.0% | -3.8% | -5.3% |
| YTD | +27.6% | +7.9% | +19.7% | +22.7% |
| 1Y | +30.8% | +13.9% | +16.9% | +23.2% |
| 3Y | +116.2% | -35.8% | +152.1% | +145.8% |
| 5Y | +67.7% | -28.4% | +96.1% | +75.1% |
| All | +67.7% | -27.7% | +95.4% | +75.1% |
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