+129.1%
ASML vs EXC
+3.5%
+125.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.2% | +3.6% |
| 7D | +1.1% | +0.3% | +0.8% | +1.3% |
| 30D | +2.2% | -3.7% | +5.9% | +0.1% |
| 3M | -2.3% | -1.3% | -1.0% | -3.1% |
| 6M | +23.0% | -9.7% | +32.7% | +19.1% |
| YTD | +61.1% | +2.9% | +58.2% | +62.7% |
| 1Y | +129.1% | +4.4% | +124.7% | +143.3% |
| All | +129.1% | +3.5% | +125.6% | +143.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling