+108.6%
ASML vs TROW
-37.5%
+146.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.9% |
| 7D | +1.1% | -1.3% | +2.4% | +2.0% |
| 30D | +2.2% | -4.5% | +6.7% | +5.4% |
| 3M | -2.3% | +3.9% | -6.2% | -5.9% |
| 6M | +23.0% | +22.6% | +0.4% | +5.3% |
| YTD | +61.1% | +10.1% | +50.9% | +48.2% |
| 1Y | +129.1% | +3.6% | +125.5% | +119.1% |
| 3Y | +165.4% | +12.4% | +152.9% | +131.8% |
| All | +108.6% | -37.5% | +146.0% | +166.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling