+97,349.8%
ASML vs T
+1,016.8%
+96,333.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.9% | +6.1% | +5.0% |
| 7D | +1.1% | -1.3% | +2.4% | +1.6% |
| 30D | +2.2% | +11.4% | -9.2% | -2.4% |
| 3M | -2.3% | +14.3% | -16.6% | -8.7% |
| 6M | +23.0% | -9.3% | +32.2% | +25.6% |
| YTD | +61.1% | +7.1% | +54.0% | +52.2% |
| 1Y | +129.1% | -9.1% | +138.2% | +131.0% |
| 3Y | +165.4% | +105.3% | +60.0% | +76.2% |
| 5Y | +109.5% | +66.8% | +42.6% | +48.7% |
| 10Y | +1,645.7% | +66.8% | +1,578.9% | +1,085.3% |
| All | +97,349.8% | +1,016.8% | +96,333.0% | +33,111.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling