+75.5%
ASML vs EAT
+361.6%
-286.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.9% | +7.9% | +5.8% |
| 7D | -9.0% | -2.6% | -6.4% | -8.4% |
| 30D | -21.0% | +11.5% | -32.4% | -23.7% |
| 3M | -16.3% | -9.1% | -7.2% | -15.0% |
| 6M | -7.5% | +40.4% | -47.9% | -18.5% |
| YTD | +34.0% | +43.9% | -9.9% | +16.2% |
| 1Y | +39.3% | +101.9% | -62.7% | +8.1% |
| 3Y | +128.9% | +489.9% | -361.0% | +10.3% |
| All | +75.5% | +361.6% | -286.1% | -20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling