+1,644.6%
ASML vs T
+66.5%
+1,578.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.9% | +6.1% | +4.5% |
| 7D | +1.1% | -1.3% | +2.4% | +1.3% |
| 30D | +2.2% | +11.4% | -9.2% | +0.5% |
| 3M | -2.3% | +14.3% | -16.6% | -4.6% |
| 6M | +23.0% | -9.3% | +32.2% | +24.9% |
| YTD | +61.1% | +7.1% | +54.0% | +57.7% |
| 1Y | +129.1% | -9.1% | +138.2% | +132.2% |
| 3Y | +165.4% | +105.3% | +60.0% | +106.4% |
| 5Y | +109.5% | +66.8% | +42.6% | +72.9% |
| All | +1,644.6% | +66.5% | +1,578.1% | +1,343.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling