+164.9%
ASML vs U
+13.4%
+151.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.3% |
| 7D | +1.1% | -3.8% | +4.9% | +1.7% |
| 30D | +2.2% | +17.5% | -15.3% | -0.5% |
| 3M | -2.3% | +38.7% | -41.0% | -7.5% |
| 6M | +23.0% | +104.4% | -81.4% | +8.8% |
| YTD | +61.1% | -5.7% | +66.7% | +59.3% |
| 1Y | +129.1% | +3.7% | +125.4% | +121.1% |
| All | +164.9% | +13.4% | +151.5% | +131.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling