+93.0%
ASML vs EW
-13.2%
+106.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | -2.9% | +9.3% | -12.1% | -6.1% |
| 30D | -15.2% | +22.1% | -37.3% | -21.3% |
| 3M | -12.9% | +13.0% | -25.9% | -17.0% |
| 6M | -5.0% | +30.1% | -35.1% | -14.8% |
| YTD | +41.8% | +22.0% | +19.8% | +30.2% |
| 1Y | +46.0% | +23.7% | +22.3% | +33.2% |
| 3Y | +133.5% | +62.0% | +71.5% | +74.2% |
| 5Y | +93.0% | -12.4% | +105.4% | +98.0% |
| All | +93.0% | -13.2% | +106.2% | +98.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling