+469.8%
AVGO vs ASML
+66.6%
+403.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -9.3% | -1.1% | -4.5% |
| 7D | -15.5% | -19.0% | +3.5% | -3.3% |
| 30D | -22.4% | -25.9% | +3.5% | -6.2% |
| 3M | -30.2% | -19.1% | -11.1% | -20.4% |
| 6M | -31.6% | -5.7% | -25.8% | -30.4% |
| YTD | -15.3% | +27.6% | -42.9% | -30.5% |
| 1Y | -18.2% | +30.8% | -49.0% | -33.9% |
| 3Y | +241.2% | +116.2% | +124.9% | +96.9% |
| 5Y | +469.8% | +67.7% | +402.1% | +264.5% |
| All | +469.8% | +66.6% | +403.2% | +264.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling