+1,534.9%
ASML vs XYZ
+610.2%
+924.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | +0.7% |
| 7D | -2.9% | +12.6% | -15.5% | -6.9% |
| 30D | -15.2% | +10.8% | -26.0% | -18.4% |
| 3M | -12.9% | +8.4% | -21.3% | -16.0% |
| 6M | -5.0% | +14.3% | -19.4% | -10.8% |
| YTD | +41.8% | +31.5% | +10.3% | +25.4% |
| 1Y | +46.0% | +28.1% | +17.9% | +29.8% |
| 3Y | +133.5% | +66.2% | +67.3% | +75.0% |
| 5Y | +93.0% | -62.3% | +155.3% | +115.1% |
| 10Y | +1,534.9% | +634.6% | +900.3% | +783.3% |
| All | +1,534.9% | +610.2% | +924.7% | +783.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling