+2,470.8%
SPY vs ASML
+86,744.0%
-84,273.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -9.3% | +4.9% | -2.2% |
| 7D | -4.7% | -19.0% | +14.3% | 0.0% |
| 30D | -5.9% | -25.9% | +20.0% | +0.7% |
| 3M | -4.5% | -19.1% | +14.5% | -0.2% |
| 6M | +1.8% | -5.7% | +7.5% | +1.7% |
| YTD | +8.3% | +27.6% | -19.3% | +0.1% |
| 1Y | +9.3% | +30.8% | -21.4% | +0.2% |
| 3Y | +74.9% | +116.2% | -41.4% | +38.0% |
| 5Y | +67.3% | +67.7% | -0.4% | +36.6% |
| 10Y | +311.6% | +1,355.3% | -1,043.8% | +101.9% |
| All | +2,470.8% | +86,744.0% | -84,273.2% | +508.4% |
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