+47.5%
ASML vs EME
+3.0%
+44.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | +4.9% | +8.4% | -3.4% | -0.7% |
| 30D | -9.3% | -11.5% | +2.2% | -1.9% |
| 3M | -19.0% | -20.6% | +1.7% | -6.0% |
| 6M | -5.2% | -28.5% | +23.3% | +21.0% |
| YTD | +40.6% | +8.0% | +32.6% | +24.4% |
| 1Y | +47.5% | +6.8% | +40.7% | +31.6% |
| All | +47.5% | +3.0% | +44.5% | +31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling