+108.6%
ASML vs EXC
+47.1%
+61.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.2% | +4.2% |
| 7D | +1.1% | +0.3% | +0.8% | +1.1% |
| 30D | +2.2% | -3.7% | +5.9% | +2.4% |
| 3M | -2.3% | -1.3% | -1.0% | -2.6% |
| 6M | +23.0% | -9.7% | +32.7% | +23.9% |
| YTD | +61.1% | +2.9% | +58.2% | +59.2% |
| 1Y | +129.1% | +4.4% | +124.7% | +125.4% |
| 3Y | +165.4% | +22.2% | +143.1% | +147.4% |
| All | +108.6% | +47.1% | +61.5% | +74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling