+77,094.7%
ASML vs EXC
+1,662.1%
+75,432.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.6% | -10.0% | -9.5% |
| 7D | -19.0% | +1.4% | -20.4% | -19.5% |
| 30D | -25.9% | +11.6% | -37.6% | -28.7% |
| 3M | -19.1% | +2.7% | -21.7% | -20.0% |
| 6M | -5.7% | +2.7% | -8.4% | -7.5% |
| YTD | +27.6% | +9.7% | +17.9% | +21.9% |
| 1Y | +30.8% | +4.5% | +26.3% | +26.8% |
| 3Y | +116.2% | +28.5% | +87.8% | +90.0% |
| 5Y | +67.7% | +43.9% | +23.7% | +40.9% |
| 10Y | +1,355.3% | +183.7% | +1,171.6% | +848.1% |
| All | +77,094.7% | +1,662.1% | +75,432.6% | +40,511.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling