+164.9%
ASML vs USAR
+73.0%
+92.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.6% | +4.2% |
| 7D | +1.1% | -2.1% | +3.2% | +1.3% |
| 30D | +2.2% | +2.6% | -0.4% | +1.9% |
| 3M | -2.3% | -35.0% | +32.7% | -0.1% |
| 6M | +23.0% | -6.9% | +29.8% | +23.1% |
| YTD | +61.1% | +48.0% | +13.1% | +58.2% |
| 1Y | +129.1% | +24.8% | +104.3% | +125.2% |
| All | +164.9% | +73.0% | +92.0% | +207.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling