+129.1%
ASML vs T
-7.8%
+137.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.9% | +6.1% | +2.9% |
| 7D | +1.1% | -1.3% | +2.4% | +0.4% |
| 30D | +2.2% | +11.4% | -9.2% | +9.4% |
| 3M | -2.3% | +14.3% | -16.6% | +7.9% |
| 6M | +23.0% | -9.3% | +32.2% | +20.8% |
| YTD | +61.1% | +7.1% | +54.0% | +73.0% |
| 1Y | +129.1% | -9.1% | +138.2% | +136.8% |
| All | +129.1% | -7.8% | +137.0% | +136.8% |
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