+128.9%
ASML vs USFR
+14.4%
+114.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.0% | +5.2% |
| 7D | -9.0% | +0.1% | -9.1% | -8.1% |
| 30D | -21.0% | +0.4% | -21.4% | -17.7% |
| 3M | -16.3% | +1.1% | -17.4% | -6.0% |
| 6M | -7.5% | +2.1% | -9.6% | +14.8% |
| YTD | +34.0% | +3.4% | +30.6% | +80.9% |
| 1Y | +39.3% | +4.1% | +35.2% | +95.8% |
| 3Y | +128.9% | +14.4% | +114.4% | +327.2% |
| All | +128.9% | +14.4% | +114.4% | +327.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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