+46.1%
ASML vs EXE
-18.4%
+64.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.9% | -0.7% | -4.2% |
| 7D | -10.0% | -4.7% | -5.4% | -10.9% |
| 30D | -19.4% | +1.0% | -20.5% | -19.2% |
| 3M | -12.5% | -5.6% | -6.9% | -13.2% |
| 6M | +8.2% | -12.3% | +20.5% | +5.8% |
| YTD | +40.7% | -19.5% | +60.2% | +38.5% |
| 1Y | +46.1% | -18.9% | +65.0% | +42.6% |
| All | +46.1% | -18.4% | +64.6% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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