-7.5%
ASML vs XYZ
+19.2%
-26.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.7% | +3.3% | +4.9% |
| 7D | -9.0% | +12.1% | -21.2% | -9.0% |
| 30D | -21.0% | +12.4% | -33.3% | -21.0% |
| 3M | -16.3% | +8.2% | -24.5% | -16.2% |
| 6M | -7.5% | +20.7% | -28.2% | -11.5% |
| All | -7.5% | +19.2% | -26.8% | -11.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling