+67.7%
ASML vs ECL
+41.4%
+26.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.9% | -6.4% | -7.5% |
| 7D | -19.0% | +1.7% | -20.7% | -19.9% |
| 30D | -25.9% | +8.9% | -34.8% | -30.0% |
| 3M | -19.1% | +7.4% | -26.5% | -23.0% |
| 6M | -5.7% | +19.3% | -25.1% | -17.4% |
| YTD | +27.6% | +17.4% | +10.1% | +13.1% |
| 1Y | +30.8% | +19.4% | +11.4% | +14.2% |
| 3Y | +116.2% | +80.5% | +35.7% | +32.6% |
| 5Y | +67.7% | +40.2% | +27.4% | +4.4% |
| All | +67.7% | +41.4% | +26.3% | +4.4% |
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