+39.3%
ASML vs T
-6.7%
+46.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.9% | +5.9% | +4.5% |
| 7D | -9.0% | +1.0% | -10.0% | -8.4% |
| 30D | -21.0% | -10.6% | -10.4% | -24.9% |
| 3M | -16.3% | -7.7% | -8.6% | -18.6% |
| 6M | -7.5% | -13.3% | +5.8% | -11.3% |
| YTD | +34.0% | -8.8% | +42.8% | +32.0% |
| 1Y | +39.3% | -8.4% | +47.7% | +39.6% |
| All | +39.3% | -6.7% | +46.0% | +39.6% |
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