+46.1%
ASML vs T
-6.5%
+52.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.1% | -5.7% | -2.4% |
| 7D | -10.0% | +5.5% | -15.5% | -7.1% |
| 30D | -19.4% | -8.9% | -10.5% | -22.6% |
| 3M | -12.5% | -5.6% | -6.9% | -13.7% |
| 6M | +8.2% | -14.3% | +22.5% | +3.1% |
| YTD | +40.7% | -7.9% | +48.6% | +39.5% |
| 1Y | +46.1% | -6.4% | +52.6% | +49.9% |
| All | +46.1% | -6.5% | +52.7% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 1y: compounded portfolio wealth divided by compounded T 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…
1y analysis · Full analysis span regression · 6 months rolling