+1,599.2%
ASML vs XYZ
+663.2%
+936.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.7% | +3.3% | +4.5% |
| 7D | -9.0% | +12.1% | -21.2% | -12.6% |
| 30D | -21.0% | +12.4% | -33.3% | -24.2% |
| 3M | -16.3% | +8.2% | -24.5% | -19.1% |
| 6M | -7.5% | +20.7% | -28.2% | -14.3% |
| YTD | +34.0% | +31.3% | +2.7% | +19.2% |
| 1Y | +39.3% | +20.5% | +18.8% | +26.8% |
| 3Y | +128.9% | +72.6% | +56.2% | +72.5% |
| 5Y | +76.1% | -64.0% | +140.1% | +96.5% |
| 10Y | +1,428.4% | +601.8% | +826.6% | +744.5% |
| All | +1,599.2% | +663.2% | +936.0% | +835.2% |
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 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