+117.9%
ASML vs EL
+1.5%
+116.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.9% | -5.4% | -8.5% |
| 7D | -19.0% | -1.1% | -18.0% | -18.9% |
| 30D | -25.9% | +15.3% | -41.2% | -28.3% |
| 3M | -19.1% | +24.2% | -43.3% | -23.3% |
| 6M | -5.7% | +30.9% | -36.6% | -12.3% |
| YTD | +27.6% | +3.9% | +23.7% | +23.6% |
| 1Y | +30.8% | +19.9% | +10.9% | +21.7% |
| All | +117.9% | +1.5% | +116.4% | +92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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