+108.6%
ASML vs XYZ
-69.4%
+177.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.4% |
| 7D | +1.1% | -1.0% | +2.1% | +1.3% |
| 30D | +2.2% | -1.7% | +3.9% | +2.4% |
| 3M | -2.3% | +16.7% | -19.0% | -7.7% |
| 6M | +23.0% | +26.9% | -3.9% | +12.5% |
| YTD | +61.1% | +27.1% | +33.9% | +45.6% |
| 1Y | +129.1% | +9.3% | +119.9% | +116.2% |
| 3Y | +165.4% | +42.3% | +123.1% | +109.7% |
| All | +108.6% | -69.4% | +177.9% | +167.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling