+1,557.1%
ASML vs XYZ
+597.9%
+959.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -3.0% | -1.0% |
| 7D | +4.9% | -1.1% | +6.0% | +5.3% |
| 30D | -9.3% | +11.5% | -20.8% | -13.0% |
| 3M | -19.0% | +1.8% | -20.8% | -20.2% |
| 6M | -5.2% | +21.2% | -26.4% | -12.7% |
| YTD | +40.6% | +29.9% | +10.7% | +24.7% |
| 1Y | +47.5% | +35.8% | +11.7% | +28.5% |
| 3Y | +133.9% | +62.6% | +71.3% | +76.5% |
| 5Y | +83.8% | -62.8% | +146.6% | +105.7% |
| All | +1,557.1% | +597.9% | +959.3% | +774.9% |
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