+164.9%
ASML vs EVRG
+71.9%
+93.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.6% | +4.1% |
| 7D | +1.1% | +1.1% | 0.0% | +1.4% |
| 30D | +2.2% | -1.0% | +3.2% | +2.0% |
| 3M | -2.3% | +0.4% | -2.7% | -2.1% |
| 6M | +23.0% | -0.8% | +23.8% | +23.0% |
| YTD | +61.1% | +15.3% | +45.7% | +65.8% |
| 1Y | +129.1% | +17.9% | +111.2% | +137.1% |
| All | +164.9% | +71.9% | +93.0% | +193.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling