+85,040.9%
ASML vs USB
+3,472.1%
+81,568.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.9% | -5.5% | -4.4% |
| 7D | -10.0% | +2.4% | -12.4% | -11.0% |
| 30D | -19.4% | +6.6% | -26.0% | -21.8% |
| 3M | -12.5% | -4.1% | -8.4% | -11.2% |
| 6M | +8.2% | +12.5% | -4.2% | +2.1% |
| YTD | +40.7% | +17.6% | +23.1% | +30.2% |
| 1Y | +46.1% | +36.5% | +9.6% | +26.7% |
| 3Y | +138.5% | +95.4% | +43.1% | +73.1% |
| 5Y | +84.2% | +26.1% | +58.0% | +57.2% |
| 10Y | +1,505.1% | +101.3% | +1,403.9% | +939.2% |
| All | +85,040.9% | +3,472.1% | +81,568.9% | +12,314.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling