+45.2%
ASML vs ECL
+17.4%
+27.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.1% |
| 7D | +10.4% | -0.5% | +10.8% | +10.5% |
| 30D | -12.7% | +6.6% | -19.3% | -14.0% |
| 3M | -17.2% | +9.6% | -26.8% | -19.2% |
| 6M | -1.3% | +21.6% | -22.9% | -10.6% |
| YTD | +40.8% | +16.9% | +23.9% | +37.2% |
| 1Y | +45.2% | +17.9% | +27.3% | +41.7% |
| All | +45.2% | +17.4% | +27.8% | +41.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling