+3,398.9%
ASML vs EW
+7,719.3%
-4,320.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.4% | -8.0% | -5.0% |
| 7D | -10.0% | +8.3% | -18.3% | -12.3% |
| 30D | -19.4% | +13.9% | -33.4% | -22.8% |
| 3M | -12.5% | +10.9% | -23.4% | -15.6% |
| 6M | +8.2% | +19.2% | -11.0% | +1.5% |
| YTD | +40.7% | +16.6% | +24.2% | +32.8% |
| 1Y | +46.1% | +18.1% | +28.1% | +37.3% |
| 3Y | +138.5% | +48.2% | +90.3% | +100.6% |
| 5Y | +84.2% | -15.3% | +99.5% | +83.4% |
| 10Y | +1,505.1% | +232.6% | +1,272.5% | +973.5% |
| All | +3,398.9% | +7,719.3% | -4,320.3% | +905.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling