+1,559.3%
ASML vs EME
+910.4%
+648.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.1% |
| 7D | +10.4% | +11.3% | -1.0% | +4.4% |
| 30D | -12.7% | -14.6% | +1.8% | -5.4% |
| 3M | -17.2% | -20.4% | +3.3% | -7.1% |
| 6M | -1.3% | -28.3% | +27.0% | +16.2% |
| YTD | +40.8% | +8.6% | +32.2% | +34.9% |
| 1Y | +45.2% | +3.2% | +42.0% | +42.5% |
| 3Y | +131.8% | +216.8% | -84.9% | +23.5% |
| 5Y | +84.0% | +417.5% | -333.4% | -23.7% |
| All | +1,559.3% | +910.4% | +648.9% | +392.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 10y: compounded portfolio wealth divided by compounded EME 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…
10y analysis · Full analysis span regression · 6 months rolling