+97,349.8%
ASML vs STZ
+3,395.0%
+93,954.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.4% |
| 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% | -1.2% |
| 6M | +23.0% | -14.0% | +37.0% | +27.0% |
| YTD | +61.1% | -5.1% | +66.2% | +61.1% |
| 1Y | +129.1% | -9.6% | +138.7% | +131.4% |
| 3Y | +165.4% | -47.2% | +212.6% | +206.0% |
| 5Y | +109.5% | -33.6% | +143.0% | +126.5% |
| 10Y | +1,645.7% | -9.8% | +1,655.5% | +1,595.1% |
| All | +97,349.8% | +3,395.0% | +93,954.8% | +40,569.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling