+654.4%
GOOG vs ASML
+1,513.0%
-858.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | +2.4% | -2.9% | +5.2% | +3.1% |
| 30D | -18.1% | -15.2% | -2.9% | -13.4% |
| 3M | -19.9% | -12.9% | -7.0% | -16.7% |
| 6M | -28.2% | -5.0% | -23.1% | -29.4% |
| YTD | -9.0% | +41.8% | -50.8% | -25.2% |
| 1Y | -1.7% | +46.0% | -47.7% | -20.4% |
| 3Y | +114.5% | +133.5% | -18.9% | +31.1% |
| 5Y | +96.2% | +93.0% | +3.2% | +25.1% |
| 10Y | +654.4% | +1,534.9% | -880.6% | +84.7% |
| All | +654.4% | +1,513.0% | -858.6% | +84.7% |
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