+291.3%
ASML vs U
-34.9%
+326.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +14.9% | -24.3% | -12.3% |
| 7D | -19.0% | +24.3% | -43.3% | -23.0% |
| 30D | -25.9% | +8.6% | -34.5% | -27.7% |
| 3M | -19.1% | +37.6% | -56.6% | -25.0% |
| 6M | -5.7% | +78.5% | -84.2% | -17.9% |
| YTD | +27.6% | +10.5% | +17.1% | +19.1% |
| 1Y | +30.8% | +15.2% | +15.6% | +20.7% |
| 3Y | +116.2% | +76.6% | +39.7% | +66.4% |
| 5Y | +67.7% | -67.9% | +135.6% | +66.6% |
| All | +291.3% | -34.9% | +326.2% | +247.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling