+1,726.5%
ASML vs USFR
+28.5%
+1,698.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | 0.0% | -9.4% | -9.3% |
| 7D | -19.0% | +0.1% | -19.1% | -19.1% |
| 30D | -25.9% | +0.4% | -26.3% | -26.0% |
| 3M | -19.1% | +1.1% | -20.1% | -19.4% |
| 6M | -5.7% | +2.0% | -7.8% | -6.5% |
| YTD | +27.6% | +3.4% | +24.2% | +25.9% |
| 1Y | +30.8% | +4.1% | +26.7% | +28.7% |
| 3Y | +116.2% | +14.4% | +101.8% | +103.5% |
| 5Y | +67.7% | +21.3% | +46.3% | +53.5% |
| 10Y | +1,355.3% | +28.4% | +1,326.9% | +1,200.0% |
| All | +1,726.5% | +28.5% | +1,698.0% | +1,501.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling