+1,563.7%
META vs ASML
+3,313.7%
-1,750.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.6% | +5.0% | +3.0% |
| 7D | +2.9% | -10.0% | +12.9% | +7.4% |
| 30D | -15.1% | -19.4% | +4.4% | -7.2% |
| 3M | +7.2% | -12.5% | +19.7% | +12.4% |
| 6M | +3.4% | +8.2% | -4.8% | -4.4% |
| YTD | -4.3% | +40.7% | -45.0% | -22.4% |
| 1Y | +0.8% | +46.1% | -45.4% | -20.1% |
| 3Y | +102.2% | +138.5% | -36.3% | +19.9% |
| 5Y | +89.4% | +84.2% | +5.2% | +22.7% |
| 10Y | +426.7% | +1,505.1% | -1,078.4% | +52.5% |
| All | +1,563.7% | +3,313.7% | -1,750.0% | +360.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling