+1,518.0%
ASML vs XYZ
+650.4%
+867.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.1% | -5.2% | -8.1% |
| 7D | -19.0% | +9.2% | -28.3% | -21.6% |
| 30D | -25.9% | +9.8% | -35.7% | -28.5% |
| 3M | -19.1% | -0.2% | -18.9% | -19.9% |
| 6M | -5.7% | +18.0% | -23.7% | -12.1% |
| YTD | +27.6% | +29.1% | -1.5% | +14.1% |
| 1Y | +30.8% | +14.1% | +16.7% | +21.1% |
| 3Y | +116.2% | +72.6% | +43.6% | +62.8% |
| 5Y | +67.7% | -64.6% | +132.3% | +88.0% |
| 10Y | +1,355.3% | +590.0% | +765.3% | +708.2% |
| All | +1,518.0% | +650.4% | +867.7% | +794.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling