+3,904.8%
ASML vs EW
+6,974.1%
-3,069.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.0% | +4.1% |
| 7D | +1.1% | -0.3% | +1.4% | +1.2% |
| 30D | +2.2% | +1.0% | +1.1% | +1.8% |
| 3M | -2.3% | +2.8% | -5.1% | -3.5% |
| 6M | +23.0% | +5.5% | +17.5% | +20.3% |
| YTD | +61.1% | +5.5% | +55.6% | +57.4% |
| 1Y | +129.1% | +11.0% | +118.1% | +119.6% |
| 3Y | +165.4% | +17.7% | +147.7% | +140.7% |
| 5Y | +109.5% | -25.7% | +135.2% | +118.2% |
| 10Y | +1,645.7% | +132.8% | +1,512.9% | +1,185.0% |
| All | +3,904.8% | +6,974.1% | -3,069.3% | +1,092.0% |
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 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