+1,395.4%
ASML vs T
+55.6%
+1,339.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.9% | +5.9% | +5.1% |
| 7D | -9.0% | +1.0% | -10.0% | -9.1% |
| 30D | -21.0% | -10.6% | -10.4% | -20.1% |
| 3M | -16.3% | -7.7% | -8.6% | -15.9% |
| 6M | -7.5% | -13.3% | +5.8% | -6.3% |
| YTD | +34.0% | -8.8% | +42.8% | +33.5% |
| 1Y | +39.3% | -8.4% | +47.7% | +38.5% |
| 3Y | +128.9% | +59.6% | +69.2% | +87.6% |
| 5Y | +76.1% | +52.1% | +24.0% | +44.2% |
| All | +1,395.4% | +55.6% | +1,339.8% | +1,104.4% |
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