+5,748.0%
ASML vs EMB
+132.1%
+5,615.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.5% |
| 3M | -2.3% | -0.4% | -1.9% | -1.7% |
| 6M | +23.0% | +0.1% | +22.9% | +23.7% |
| YTD | +61.1% | +1.6% | +59.5% | +59.7% |
| 1Y | +129.1% | +5.6% | +123.5% | +118.1% |
| 3Y | +165.4% | +29.8% | +135.5% | +104.9% |
| 5Y | +109.5% | +7.3% | +102.2% | +95.9% |
| 10Y | +1,645.7% | +30.4% | +1,615.3% | +1,341.9% |
| All | +5,748.0% | +132.1% | +5,615.8% | +4,053.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling