+117.9%
ASML vs EMB
+28.2%
+89.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.5% | -8.8% | -8.2% |
| 7D | -19.0% | -0.3% | -18.7% | -18.4% |
| 30D | -25.9% | +1.1% | -27.0% | -27.7% |
| 3M | -19.1% | -2.9% | -16.1% | -13.6% |
| 6M | -5.7% | -2.1% | -3.7% | -0.8% |
| YTD | +27.6% | -1.1% | +28.7% | +32.6% |
| 1Y | +30.8% | +0.3% | +30.5% | +32.6% |
| All | +117.9% | +28.2% | +89.7% | +57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling