+164.9%
ASML vs USB
+95.2%
+69.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.4% | +4.3% |
| 7D | +1.1% | +1.4% | -0.3% | +0.5% |
| 30D | +2.2% | -1.3% | +3.5% | +2.7% |
| 3M | -2.3% | +15.2% | -17.5% | -8.2% |
| 6M | +23.0% | +18.8% | +4.1% | +14.1% |
| YTD | +61.1% | +21.0% | +40.0% | +48.0% |
| 1Y | +129.1% | +34.0% | +95.1% | +101.9% |
| All | +164.9% | +95.2% | +69.8% | +93.5% |
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