+1,395.4%
ASML vs ECL
+199.1%
+1,196.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.7% | +6.7% | +6.0% |
| 7D | -9.0% | -0.8% | -8.3% | -8.7% |
| 30D | -21.0% | +8.1% | -29.1% | -24.8% |
| 3M | -16.3% | +6.4% | -22.7% | -19.8% |
| 6M | -7.5% | +14.8% | -22.3% | -16.3% |
| YTD | +34.0% | +15.5% | +18.5% | +21.0% |
| 1Y | +39.3% | +20.1% | +19.2% | +22.3% |
| 3Y | +128.9% | +77.8% | +51.1% | +52.5% |
| 5Y | +76.1% | +37.9% | +38.2% | +34.2% |
| All | +1,395.4% | +199.1% | +1,196.3% | +671.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling