+39.3%
ASML vs USAR
-51.6%
+90.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +10.8% | -5.8% | +2.8% |
| 7D | -9.0% | -14.5% | +5.5% | -6.2% |
| 30D | -21.0% | -37.8% | +16.9% | -13.6% |
| 3M | -16.3% | -52.8% | +36.5% | -4.4% |
| 6M | -7.5% | -71.2% | +63.7% | +13.1% |
| YTD | +34.0% | -30.9% | +64.9% | +43.7% |
| 1Y | +39.3% | -48.0% | +87.3% | +51.6% |
| All | +39.3% | -51.6% | +90.8% | +51.6% |
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