+67.7%
ASML vs EW
-13.6%
+81.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.5% | -10.8% | -9.9% |
| 7D | -19.0% | +6.8% | -25.8% | -21.1% |
| 30D | -25.9% | +16.6% | -42.5% | -30.2% |
| 3M | -19.1% | +13.3% | -32.4% | -23.1% |
| 6M | -5.7% | +21.6% | -27.3% | -13.4% |
| YTD | +27.6% | +18.3% | +9.3% | +18.4% |
| 1Y | +30.8% | +21.7% | +9.1% | +19.9% |
| 3Y | +116.2% | +50.3% | +65.9% | +66.9% |
| 5Y | +67.7% | -15.0% | +82.7% | +72.0% |
| All | +67.7% | -13.6% | +81.2% | +72.0% |
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