+129.1%
ASML vs ED
+12.4%
+116.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.5% | +2.9% |
| 7D | +1.1% | -0.2% | +1.3% | +1.0% |
| 30D | +2.2% | -0.1% | +2.3% | +2.1% |
| 3M | -2.3% | +3.9% | -6.2% | +1.9% |
| 6M | +23.0% | -3.0% | +26.0% | +21.9% |
| YTD | +61.1% | +10.7% | +50.4% | +81.4% |
| 1Y | +129.1% | +13.3% | +115.8% | +166.9% |
| All | +129.1% | +12.4% | +116.7% | +166.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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