+593.0%
BE vs ASML
+612.7%
-19.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.8% | -8.8% | -9.7% |
| 7D | -14.7% | -9.0% | -5.7% | -7.4% |
| 30D | -40.5% | -21.0% | -19.6% | -27.2% |
| 3M | -24.3% | -16.3% | -8.0% | -11.3% |
| 6M | -39.3% | -7.5% | -31.8% | -32.6% |
| YTD | +99.4% | +34.0% | +65.4% | +69.5% |
| 1Y | +26.6% | +39.3% | -12.7% | +5.6% |
| 3Y | +1,616.9% | +128.9% | +1,488.1% | +786.0% |
| 5Y | +441.4% | +76.1% | +365.3% | +235.6% |
| All | +593.0% | +612.7% | -19.7% | +75.5% |
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 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