+99.2%
GOOG vs ASML
+86.6%
+12.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.1% | +2.4% |
| 7D | +4.8% | +10.4% | -5.5% | +1.3% |
| 30D | -15.5% | -12.7% | -2.8% | -12.0% |
| 3M | -13.7% | -17.2% | +3.5% | -9.0% |
| 6M | -23.0% | -1.3% | -21.6% | -25.3% |
| YTD | -5.7% | +40.8% | -46.5% | -21.3% |
| 1Y | +3.0% | +45.2% | -42.2% | -15.2% |
| 3Y | +122.4% | +131.8% | -9.4% | +37.2% |
| 5Y | +99.2% | +84.0% | +15.2% | +28.8% |
| All | +99.2% | +86.6% | +12.7% | +28.8% |
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