+97,349.8%
ASML vs USB
+3,574.6%
+93,775.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.4% | +4.3% |
| 7D | +1.1% | +1.4% | -0.3% | +0.4% |
| 30D | +2.2% | -1.3% | +3.5% | +2.7% |
| 3M | -2.3% | +15.2% | -17.5% | -8.5% |
| 6M | +23.0% | +18.8% | +4.1% | +13.8% |
| YTD | +61.1% | +21.0% | +40.0% | +47.6% |
| 1Y | +129.1% | +34.0% | +95.1% | +100.5% |
| 3Y | +165.4% | +95.3% | +70.0% | +92.4% |
| 5Y | +109.5% | +40.4% | +69.1% | +70.6% |
| 10Y | +1,645.7% | +107.3% | +1,538.4% | +1,019.4% |
| All | +97,349.8% | +3,574.6% | +93,775.2% | +13,980.1% |
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