+97,349.8%
ASML vs TROW
+5,733.5%
+91,616.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.7% |
| 7D | +1.1% | -1.3% | +2.4% | +1.8% |
| 30D | +2.2% | -4.5% | +6.7% | +4.7% |
| 3M | -2.3% | +3.9% | -6.2% | -4.9% |
| 6M | +23.0% | +22.6% | +0.4% | +9.5% |
| YTD | +61.1% | +10.1% | +50.9% | +51.6% |
| 1Y | +129.1% | +3.6% | +125.5% | +122.2% |
| 3Y | +165.4% | +12.4% | +152.9% | +143.4% |
| 5Y | +109.5% | -37.5% | +147.0% | +163.9% |
| 10Y | +1,645.7% | +130.0% | +1,515.8% | +951.8% |
| All | +97,349.8% | +5,733.5% | +91,616.3% | +12,794.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling