+1,559.3%
ASML vs EW
+249.9%
+1,309.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | +10.4% | +4.9% | +5.4% | +8.2% |
| 30D | -12.7% | +24.1% | -36.8% | -20.5% |
| 3M | -17.2% | +13.7% | -30.9% | -21.9% |
| 6M | -1.3% | +32.7% | -34.0% | -13.5% |
| YTD | +40.8% | +24.1% | +16.7% | +26.7% |
| 1Y | +45.2% | +23.6% | +21.6% | +30.8% |
| 3Y | +131.8% | +64.8% | +67.0% | +70.6% |
| 5Y | +84.0% | -8.8% | +92.8% | +77.9% |
| All | +1,559.3% | +249.9% | +1,309.4% | +933.9% |
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