+46.1%
ASML vs USAR
-49.3%
+95.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.9% | +2.3% | -2.4% |
| 7D | -10.0% | -21.8% | +11.7% | -5.6% |
| 30D | -19.4% | -39.9% | +20.5% | -11.4% |
| 3M | -12.5% | -52.5% | +40.1% | -0.1% |
| 6M | +8.2% | -67.9% | +76.2% | +30.7% |
| YTD | +40.7% | -31.1% | +71.8% | +50.7% |
| 1Y | +46.1% | -49.8% | +96.0% | +60.9% |
| All | +46.1% | -49.3% | +95.4% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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