+33.3%
DRAM vs ASML
+4.4%
+28.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | -9.3% | -8.6% | -5.8% |
| 7D | -28.5% | -19.0% | -9.4% | -5.2% |
| 30D | -37.8% | -25.9% | -11.9% | -7.7% |
| 3M | -31.1% | -19.1% | -12.1% | -8.7% |
| 6M | -20.0% | -5.7% | -14.3% | +2.2% |
| All | +33.3% | +4.4% | +28.9% | +60.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling