+85,087.6%
ASML vs EVRG
+1,212.3%
+83,875.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.4% | -2.4% |
| 7D | +10.4% | +1.0% | +9.4% | +9.9% |
| 30D | -12.7% | +7.5% | -20.2% | -15.5% |
| 3M | -17.2% | +6.8% | -24.0% | -19.7% |
| 6M | -1.3% | +7.7% | -9.1% | -5.0% |
| YTD | +40.8% | +24.9% | +15.9% | +26.9% |
| 1Y | +45.2% | +18.1% | +27.1% | +33.8% |
| 3Y | +131.8% | +101.9% | +29.9% | +65.5% |
| 5Y | +84.0% | +67.0% | +17.0% | +41.7% |
| 10Y | +1,541.9% | +123.3% | +1,418.6% | +932.4% |
| All | +85,087.6% | +1,212.3% | +83,875.3% | +21,785.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling