+2,798.6%
AVGO vs ASML
+1,563.6%
+1,235.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.4% | +8.0% | +7.1% |
| 7D | +25.0% | +10.4% | +14.6% | +17.1% |
| 30D | +2.0% | -12.7% | +14.7% | +11.4% |
| 3M | -12.3% | -17.2% | +4.9% | -1.1% |
| 6M | -12.8% | -1.3% | -11.5% | -13.8% |
| YTD | +5.9% | +40.8% | -34.9% | -19.0% |
| 1Y | +3.3% | +45.2% | -41.9% | -22.5% |
| 3Y | +293.1% | +131.8% | +161.3% | +111.5% |
| 5Y | +606.7% | +84.0% | +522.7% | +321.0% |
| All | +2,798.6% | +1,563.6% | +1,235.0% | +308.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ASML.
Daily Out/Under-Performance
Portfolio return minus ASML return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASML 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 ASML 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