+1,670.8%
ASML vs EVRG
+111.9%
+1,558.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.6% | +4.3% |
| 7D | +1.1% | +1.1% | 0.0% | +0.8% |
| 30D | +2.2% | -1.0% | +3.2% | +2.4% |
| 3M | -2.3% | +0.4% | -2.7% | -2.7% |
| 6M | +23.0% | -0.8% | +23.8% | +22.7% |
| YTD | +61.1% | +15.3% | +45.7% | +54.5% |
| 1Y | +129.1% | +17.9% | +111.2% | +118.1% |
| 3Y | +165.4% | +71.9% | +93.4% | +123.8% |
| 5Y | +109.5% | +45.3% | +64.2% | +85.7% |
| All | +1,670.8% | +111.9% | +1,558.9% | +1,284.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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