+616.9%
GOOGL vs ASML
+1,409.1%
-792.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.0% | -4.2% | -1.1% |
| 7D | +1.8% | -9.0% | +10.8% | +5.2% |
| 30D | -18.8% | -21.0% | +2.2% | -11.6% |
| 3M | -20.3% | -16.3% | -4.0% | -15.9% |
| 6M | -28.4% | -7.5% | -20.8% | -28.9% |
| YTD | -8.8% | +34.0% | -42.8% | -23.6% |
| 1Y | +0.3% | +39.3% | -39.0% | -17.5% |
| 3Y | +120.7% | +128.9% | -8.1% | +34.8% |
| 5Y | +93.1% | +76.1% | +17.1% | +27.4% |
| All | +616.9% | +1,409.1% | -792.2% | +76.7% |
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