+39.3%
ASML vs EMB
-0.1%
+39.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.0% | +5.0% |
| 7D | -9.0% | -0.1% | -8.9% | -8.6% |
| 30D | -21.0% | +1.3% | -22.3% | -24.4% |
| 3M | -16.3% | -2.7% | -13.6% | -6.9% |
| 6M | -7.5% | -2.8% | -4.7% | +3.8% |
| YTD | +34.0% | -1.1% | +35.1% | +44.7% |
| 1Y | +39.3% | 0.0% | +39.3% | +44.0% |
| All | +39.3% | -0.1% | +39.4% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 1y: compounded portfolio wealth divided by compounded EMB 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…
1y analysis · Full analysis span regression · 6 months rolling