+80,969.6%
ASML vs EVRG
+1,201.4%
+79,768.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.1% | +4.9% | +5.0% |
| 7D | -9.0% | +1.9% | -10.9% | -9.8% |
| 30D | -21.0% | +9.0% | -30.0% | -23.9% |
| 3M | -16.3% | +6.3% | -22.6% | -18.7% |
| 6M | -7.5% | +9.9% | -17.4% | -11.8% |
| YTD | +34.0% | +23.8% | +10.2% | +21.1% |
| 1Y | +39.3% | +19.9% | +19.4% | +27.5% |
| 3Y | +128.9% | +94.3% | +34.6% | +66.2% |
| 5Y | +76.1% | +64.6% | +11.4% | +36.3% |
| 10Y | +1,428.4% | +121.7% | +1,306.6% | +863.7% |
| All | +80,969.6% | +1,201.4% | +79,768.2% | +20,796.1% |
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