+1,644.6%
ASML vs EXC
+153.9%
+1,490.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.2% | +4.5% |
| 7D | +1.1% | +0.3% | +0.8% | +1.0% |
| 30D | +2.2% | -3.7% | +5.9% | +3.3% |
| 3M | -2.3% | -1.3% | -1.0% | -2.6% |
| 6M | +23.0% | -9.7% | +32.7% | +26.0% |
| YTD | +61.1% | +2.9% | +58.2% | +57.2% |
| 1Y | +129.1% | +4.4% | +124.7% | +121.6% |
| 3Y | +165.4% | +22.2% | +143.1% | +133.2% |
| 5Y | +109.5% | +46.7% | +62.7% | +67.6% |
| All | +1,644.6% | +153.9% | +1,490.7% | +1,035.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling