+117.9%
ASML vs EW
+50.0%
+67.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.5% | -10.8% | -9.6% |
| 7D | -19.0% | +6.8% | -25.8% | -20.2% |
| 30D | -25.9% | +16.6% | -42.5% | -28.5% |
| 3M | -19.1% | +13.3% | -32.4% | -21.4% |
| 6M | -5.7% | +21.6% | -27.3% | -10.5% |
| YTD | +27.6% | +18.3% | +9.3% | +21.9% |
| 1Y | +30.8% | +21.7% | +9.1% | +24.0% |
| All | +117.9% | +50.0% | +67.9% | +91.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling