+108.6%
ASML vs EMB
+7.4%
+101.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.1% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | +2.2% | -0.3% | +2.5% | +2.7% |
| 3M | -2.3% | -0.4% | -1.9% | -1.2% |
| 6M | +23.0% | +0.1% | +22.9% | +23.9% |
| YTD | +61.1% | +1.6% | +59.5% | +58.3% |
| 1Y | +129.1% | +5.6% | +123.5% | +110.1% |
| 3Y | +165.4% | +29.8% | +135.5% | +68.3% |
| All | +108.6% | +7.4% | +101.2% | +114.8% |
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