+39.3%
ASML vs EW
+23.2%
+16.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.3% | +3.7% | +4.8% |
| 7D | -9.0% | +11.0% | -20.0% | -10.8% |
| 30D | -21.0% | +19.1% | -40.0% | -23.5% |
| 3M | -16.3% | +14.4% | -30.6% | -18.4% |
| 6M | -7.5% | +22.8% | -30.3% | -12.8% |
| YTD | +34.0% | +19.8% | +14.2% | +27.2% |
| 1Y | +39.3% | +23.9% | +15.4% | +31.7% |
| All | +39.3% | +23.2% | +16.1% | +31.7% |
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