+1,761.8%
ASML vs TROW
+129.7%
+1,632.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +3.1% |
| 7D | +6.0% | +0.4% | +5.6% | +5.6% |
| 30D | +1.4% | -4.0% | +5.4% | +3.9% |
| 3M | +1.0% | +5.0% | -4.0% | -2.9% |
| 6M | +37.0% | +24.3% | +12.7% | +18.3% |
| YTD | +65.8% | +9.8% | +56.0% | +54.5% |
| 1Y | +123.1% | +6.4% | +116.7% | +111.2% |
| 3Y | +188.2% | +15.8% | +172.4% | +152.9% |
| 5Y | +115.6% | -37.3% | +152.9% | +169.3% |
| 10Y | +1,761.8% | +130.6% | +1,631.2% | +1,275.5% |
| All | +1,761.8% | +129.7% | +1,632.1% | +1,275.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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