+128.9%
ASML vs ED
+44.5%
+84.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.4% | +7.4% | +3.2% |
| 7D | -9.0% | +1.6% | -10.7% | -7.6% |
| 30D | -21.0% | +13.3% | -34.3% | -12.7% |
| 3M | -16.3% | +9.7% | -26.0% | -9.7% |
| 6M | -7.5% | +12.8% | -20.3% | +2.6% |
| YTD | +34.0% | +22.3% | +11.7% | +58.2% |
| 1Y | +39.3% | +26.3% | +13.0% | +68.5% |
| 3Y | +128.9% | +45.0% | +83.8% | +200.1% |
| All | +128.9% | +44.5% | +84.3% | +200.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling