+46.1%
ASML vs U
+17.5%
+28.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.9% | -8.5% | -4.1% |
| 7D | -10.0% | +7.5% | -17.5% | -10.7% |
| 30D | -19.4% | -7.0% | -12.4% | -18.9% |
| 3M | -12.5% | +20.6% | -33.0% | -14.1% |
| 6M | +8.2% | +53.2% | -45.0% | +3.8% |
| YTD | +40.7% | -3.9% | +44.6% | +44.2% |
| 1Y | +46.1% | +18.4% | +27.8% | +43.5% |
| All | +46.1% | +17.5% | +28.6% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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