+48,089.4%
ASML vs EL
+1,685.7%
+46,403.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.0% | +1.2% | +2.9% |
| 7D | +1.1% | +0.8% | +0.3% | +0.8% |
| 30D | +2.2% | +19.8% | -17.7% | -6.2% |
| 3M | -2.3% | +25.7% | -28.0% | -12.6% |
| 6M | +23.0% | +5.4% | +17.5% | +16.7% |
| YTD | +61.1% | +0.2% | +60.8% | +53.5% |
| 1Y | +129.1% | +20.4% | +108.7% | +99.6% |
| 3Y | +165.4% | -32.1% | +197.5% | +170.4% |
| 5Y | +109.5% | -67.2% | +176.6% | +196.0% |
| 10Y | +1,645.7% | +31.7% | +1,614.0% | +1,202.2% |
| All | +48,089.4% | +1,685.7% | +46,403.7% | +12,234.6% |
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