+140.3%
ASML vs USB
+94.5%
+45.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.9% | -5.5% | -4.3% |
| 7D | -10.0% | +2.4% | -12.4% | -10.9% |
| 30D | -19.4% | +6.6% | -26.0% | -21.5% |
| 3M | -12.5% | -4.1% | -8.4% | -11.2% |
| 6M | +8.2% | +12.5% | -4.2% | +2.2% |
| YTD | +40.7% | +17.6% | +23.1% | +30.2% |
| 1Y | +46.1% | +36.5% | +9.6% | +27.4% |
| All | +140.3% | +94.5% | +45.8% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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