+85,040.9%
ASML vs ED
+1,821.3%
+83,219.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.0% | -6.6% | -4.4% |
| 7D | -10.0% | +5.4% | -15.4% | -11.3% |
| 30D | -19.4% | +16.4% | -35.8% | -22.7% |
| 3M | -12.5% | +11.9% | -24.4% | -15.2% |
| 6M | +8.2% | +11.6% | -3.3% | +4.4% |
| YTD | +40.7% | +24.1% | +16.6% | +31.3% |
| 1Y | +46.1% | +26.9% | +19.3% | +35.2% |
| 3Y | +138.5% | +47.9% | +90.6% | +103.9% |
| 5Y | +84.2% | +87.5% | -3.3% | +44.4% |
| 10Y | +1,505.1% | +133.2% | +1,371.9% | +995.7% |
| All | +85,040.9% | +1,821.3% | +83,219.6% | +35,421.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling