+75.5%
ASML vs EMB
+6.0%
+69.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.0% | +5.0% |
| 7D | -9.0% | -0.1% | -8.9% | -8.8% |
| 30D | -21.0% | +1.3% | -22.3% | -22.9% |
| 3M | -16.3% | -2.7% | -13.6% | -11.8% |
| 6M | -7.5% | -2.8% | -4.7% | -1.9% |
| YTD | +34.0% | -1.1% | +35.1% | +38.6% |
| 1Y | +39.3% | 0.0% | +39.3% | +41.3% |
| 3Y | +128.9% | +28.8% | +100.1% | +48.1% |
| All | +75.5% | +6.0% | +69.4% | +76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling