+2,660.6%
AVGO vs ASML
+1,561.5%
+1,099.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.1% | -4.6% | -4.7% |
| 7D | +18.2% | +4.9% | +13.2% | +14.5% |
| 30D | +0.2% | -9.3% | +9.5% | +6.8% |
| 3M | -16.8% | -19.0% | +2.2% | -4.9% |
| 6M | -16.5% | -5.2% | -11.2% | -15.1% |
| YTD | +0.8% | +40.6% | -39.8% | -22.7% |
| 1Y | +2.8% | +47.5% | -44.7% | -23.7% |
| 3Y | +278.5% | +133.9% | +144.7% | +102.5% |
| 5Y | +573.1% | +83.8% | +489.3% | +301.3% |
| All | +2,660.6% | +1,561.5% | +1,099.2% | +289.6% |
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