+23.0%
ASML vs EL
+4.8%
+18.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.0% | +1.2% | +3.8% |
| 7D | +1.1% | +0.8% | +0.3% | +1.0% |
| 30D | +2.2% | +19.8% | -17.7% | +0.4% |
| 3M | -2.3% | +25.7% | -28.0% | -4.7% |
| 6M | +23.0% | +5.4% | +17.5% | +19.8% |
| All | +23.0% | +4.8% | +18.2% | +19.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling