+108.6%
ASML vs EAT
+350.4%
-241.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +4.0% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | +2.2% | +1.9% | +0.3% | +1.3% |
| 3M | -2.3% | +68.7% | -71.0% | -17.2% |
| 6M | +23.0% | +66.9% | -43.9% | +3.7% |
| YTD | +61.1% | +60.4% | +0.7% | +36.8% |
| 1Y | +129.1% | +44.0% | +85.1% | +99.0% |
| 3Y | +165.4% | +604.7% | -439.3% | +23.6% |
| All | +108.6% | +350.4% | -241.9% | +0.9% |
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