+108.6%
ASML vs ECL
+31.2%
+77.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.1% |
| 7D | +1.1% | -2.6% | +3.7% | +2.8% |
| 30D | +2.2% | -2.2% | +4.4% | +3.4% |
| 3M | -2.3% | +10.1% | -12.4% | -9.6% |
| 6M | +23.0% | -5.7% | +28.7% | +26.6% |
| YTD | +61.1% | +7.0% | +54.1% | +52.0% |
| 1Y | +129.1% | +2.7% | +126.4% | +120.6% |
| 3Y | +165.4% | +57.7% | +107.6% | +79.3% |
| All | +108.6% | +31.2% | +77.4% | +44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling