+46.1%
ASML vs EW
+19.7%
+26.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.4% | -8.0% | -4.4% |
| 7D | -10.0% | +8.3% | -18.3% | -11.3% |
| 30D | -19.4% | +13.9% | -33.4% | -21.4% |
| 3M | -12.5% | +10.9% | -23.4% | -14.2% |
| 6M | +8.2% | +19.2% | -11.0% | +2.7% |
| YTD | +40.7% | +16.6% | +24.2% | +34.2% |
| 1Y | +46.1% | +18.1% | +28.1% | +39.0% |
| All | +46.1% | +19.7% | +26.5% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 1y: compounded portfolio wealth divided by compounded EW 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…
1y analysis · Full analysis span regression · 6 months rolling