+46.1%
ASML vs XYZ
+19.9%
+26.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +15.3% | -18.9% | -5.5% |
| 7D | -10.0% | +16.5% | -26.5% | -11.9% |
| 30D | -19.4% | +15.0% | -34.4% | -21.0% |
| 3M | -12.5% | +3.5% | -16.0% | -12.8% |
| 6M | +8.2% | +21.9% | -13.7% | +3.4% |
| YTD | +40.7% | +34.6% | +6.1% | +33.2% |
| 1Y | +46.1% | +20.7% | +25.4% | +42.6% |
| All | +46.1% | +19.9% | +26.3% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 1y: compounded portfolio wealth divided by compounded XYZ 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…
1y analysis · Full analysis span regression · 6 months rolling