+1,395.4%
ASML vs XYZ
+597.2%
+798.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.7% | +3.3% | +4.5% |
| 7D | -9.0% | +12.1% | -21.2% | -12.8% |
| 30D | -21.0% | +12.4% | -33.3% | -24.4% |
| 3M | -16.3% | +8.2% | -24.5% | -19.2% |
| 6M | -7.5% | +20.7% | -28.2% | -14.7% |
| YTD | +34.0% | +31.3% | +2.7% | +18.5% |
| 1Y | +39.3% | +20.5% | +18.8% | +26.2% |
| 3Y | +128.9% | +72.6% | +56.2% | +69.2% |
| 5Y | +76.1% | -64.0% | +140.1% | +99.3% |
| All | +1,395.4% | +597.2% | +798.2% | +681.2% |
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