+115.0%
DRAM vs ASML
+31.8%
+83.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +4.2% | +2.4% | +1.3% |
| 7D | +6.9% | +1.1% | +5.8% | +5.5% |
| 30D | +11.1% | +2.2% | +8.9% | +8.3% |
| 3M | -9.1% | -2.3% | -6.9% | -1.8% |
| All | +115.0% | +31.8% | +83.2% | +90.2% |
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 · Available span rolling