+79.1%
META vs ASML
+66.6%
+12.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.3% | +5.4% | +0.2% |
| 7D | -3.1% | -19.0% | +15.9% | +6.2% |
| 30D | -18.1% | -25.9% | +7.8% | -6.7% |
| 3M | +2.9% | -19.1% | +21.9% | +11.8% |
| 6M | +0.2% | -5.7% | +5.9% | -2.7% |
| YTD | -8.1% | +27.6% | -35.7% | -25.0% |
| 1Y | -4.5% | +30.8% | -35.3% | -23.7% |
| 3Y | +94.2% | +116.2% | -22.1% | +3.1% |
| 5Y | +79.1% | +67.7% | +11.4% | +4.1% |
| All | +79.1% | +66.6% | +12.4% | +4.1% |
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