+117.9%
ASML vs EAT
+503.3%
-385.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.5% | -5.8% | -8.6% |
| 7D | -19.0% | -3.3% | -15.7% | -18.5% |
| 30D | -25.9% | +11.7% | -37.6% | -27.7% |
| 3M | -19.1% | -5.9% | -13.2% | -18.6% |
| 6M | -5.7% | +46.7% | -52.5% | -14.8% |
| YTD | +27.6% | +48.2% | -20.6% | +14.5% |
| 1Y | +30.8% | +105.4% | -74.7% | +8.9% |
| All | +117.9% | +503.3% | -385.4% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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