+97,349.8%
ASML vs EME
+63,757.6%
+33,592.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.4% | +3.4% |
| 7D | +1.1% | +1.9% | -0.8% | +0.3% |
| 30D | +2.2% | -8.3% | +10.5% | +5.9% |
| 3M | -2.3% | -10.7% | +8.5% | +2.2% |
| 6M | +23.0% | +1.9% | +21.1% | +21.9% |
| YTD | +61.1% | +23.5% | +37.6% | +47.6% |
| 1Y | +129.1% | +18.0% | +111.1% | +110.9% |
| 3Y | +165.4% | +236.1% | -70.8% | +56.2% |
| 5Y | +109.5% | +527.9% | -418.4% | -4.4% |
| 10Y | +1,645.7% | +1,252.8% | +392.9% | +457.0% |
| All | +97,349.8% | +63,757.6% | +33,592.2% | +12,079.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling