-5.7%
ASML vs U
+74.3%
-80.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +14.9% | -24.3% | -9.5% |
| 7D | -19.0% | +24.3% | -43.3% | -19.8% |
| 30D | -25.9% | +8.6% | -34.5% | -25.7% |
| 3M | -19.1% | +37.6% | -56.6% | -19.7% |
| 6M | -5.7% | +78.5% | -84.2% | -4.8% |
| All | -5.7% | +74.3% | -80.1% | -4.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling