+78.0%
SPY vs ASML
+164.3%
-86.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.6% | -1.3% |
| 7D | +0.1% | +1.1% | -1.0% | -0.2% |
| 30D | +0.1% | +2.2% | -2.1% | -0.6% |
| 3M | +2.0% | -2.3% | +4.3% | +1.7% |
| 6M | +13.0% | +23.0% | -10.0% | +6.1% |
| YTD | +13.5% | +61.1% | -47.5% | -0.5% |
| 1Y | +20.0% | +129.1% | -109.1% | -4.1% |
| All | +78.0% | +164.3% | -86.4% | +28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling