+42,002.6%
ASML vs EL
+1,826.4%
+40,176.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +6.3% | -9.9% | -6.2% |
| 7D | -10.0% | +2.5% | -12.5% | -11.1% |
| 30D | -19.4% | +20.1% | -39.5% | -25.8% |
| 3M | -12.5% | +29.3% | -41.7% | -22.8% |
| 6M | +8.2% | +38.8% | -30.5% | -8.4% |
| YTD | +40.7% | +8.1% | +32.6% | +28.9% |
| 1Y | +46.1% | +22.3% | +23.8% | +26.3% |
| 3Y | +138.5% | +6.7% | +131.8% | +99.6% |
| 5Y | +84.2% | -64.4% | +148.5% | +149.5% |
| 10Y | +1,505.1% | +61.2% | +1,443.9% | +991.3% |
| All | +42,002.6% | +1,826.4% | +40,176.3% | +10,258.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling