+62.8%
META vs ASML
+107.7%
-44.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.2% | -3.2% | -0.9% |
| 7D | +6.7% | +1.1% | +5.6% | +6.1% |
| 30D | +4.8% | +2.2% | +2.6% | +3.5% |
| 3M | -1.6% | -2.3% | +0.7% | -3.3% |
| 6M | -7.5% | +23.0% | -30.4% | -20.1% |
| YTD | -6.4% | +61.1% | -67.5% | -30.3% |
| 1Y | -17.3% | +129.1% | -146.5% | -49.9% |
| 3Y | +109.9% | +165.4% | -55.4% | +4.6% |
| All | +62.8% | +107.7% | -44.9% | -13.5% |
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