+97,349.8%
ASML vs ECL
+6,847.1%
+90,502.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.1% |
| 7D | +1.1% | -2.6% | +3.7% | +2.9% |
| 30D | +2.2% | -2.2% | +4.4% | +3.4% |
| 3M | -2.3% | +10.1% | -12.4% | -9.3% |
| 6M | +23.0% | -5.7% | +28.7% | +26.6% |
| YTD | +61.1% | +7.0% | +54.1% | +52.3% |
| 1Y | +129.1% | +2.7% | +126.4% | +120.8% |
| 3Y | +165.4% | +57.7% | +107.6% | +88.5% |
| 5Y | +109.5% | +31.1% | +78.3% | +67.2% |
| 10Y | +1,645.7% | +150.9% | +1,494.9% | +757.5% |
| All | +97,349.8% | +6,847.1% | +90,502.7% | +10,032.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling