+5,009.3%
ASML vs EMB
+127.1%
+4,882.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.0% | -4.6% | -4.7% |
| 7D | -10.0% | +0.7% | -10.7% | -10.7% |
| 30D | -19.4% | +2.3% | -21.8% | -21.5% |
| 3M | -12.5% | -2.5% | -10.0% | -10.1% |
| 6M | +8.2% | -1.1% | +9.3% | +9.9% |
| YTD | +40.7% | -0.6% | +41.3% | +42.8% |
| 1Y | +46.1% | +0.6% | +45.5% | +46.4% |
| 3Y | +138.5% | +28.4% | +110.1% | +86.3% |
| 5Y | +84.2% | +7.3% | +76.8% | +72.8% |
| 10Y | +1,505.1% | +29.8% | +1,475.3% | +1,244.9% |
| All | +5,009.3% | +127.1% | +4,882.2% | +3,614.4% |
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