+1,644.6%
ASML vs EW
+133.1%
+1,511.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.0% | +4.1% |
| 7D | +1.1% | -0.3% | +1.4% | +1.3% |
| 30D | +2.2% | +1.0% | +1.1% | +1.7% |
| 3M | -2.3% | +2.8% | -5.1% | -4.0% |
| 6M | +23.0% | +5.5% | +17.5% | +19.3% |
| YTD | +61.1% | +5.5% | +55.6% | +56.1% |
| 1Y | +129.1% | +11.0% | +118.1% | +116.3% |
| 3Y | +165.4% | +17.7% | +147.7% | +129.8% |
| 5Y | +109.5% | -25.7% | +135.2% | +121.6% |
| All | +1,644.6% | +133.1% | +1,511.5% | +1,132.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling