+1,395.4%
ASML vs EW
+236.3%
+1,159.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.3% | +3.7% | +4.5% |
| 7D | -9.0% | +11.0% | -20.0% | -13.1% |
| 30D | -21.0% | +19.1% | -40.0% | -26.8% |
| 3M | -16.3% | +14.4% | -30.6% | -21.3% |
| 6M | -7.5% | +22.8% | -30.3% | -16.3% |
| YTD | +34.0% | +19.8% | +14.2% | +22.4% |
| 1Y | +39.3% | +23.9% | +15.4% | +25.2% |
| 3Y | +128.9% | +52.2% | +76.6% | +74.7% |
| 5Y | +76.1% | -13.9% | +90.0% | +74.5% |
| All | +1,395.4% | +236.3% | +1,159.1% | +843.9% |
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