+39.3%
ASML vs ECL
+17.6%
+21.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.7% | +6.7% | +5.4% |
| 7D | -9.0% | -0.8% | -8.3% | -8.7% |
| 30D | -21.0% | +8.1% | -29.1% | -22.5% |
| 3M | -16.3% | +6.4% | -22.7% | -17.6% |
| 6M | -7.5% | +14.8% | -22.3% | -13.0% |
| YTD | +34.0% | +15.5% | +18.5% | +31.5% |
| 1Y | +39.3% | +20.1% | +19.2% | +37.1% |
| All | +39.3% | +17.6% | +21.6% | +37.1% |
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