+46.6%
ASML vs EXE
-22.4%
+69.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.6% | +4.6% | +6.5% |
| 7D | -0.8% | -3.9% | +3.1% | -1.7% |
| 30D | -14.9% | -2.6% | -12.3% | -15.3% |
| 3M | -13.0% | -6.9% | -6.1% | -13.9% |
| 6M | -4.7% | -9.3% | +4.6% | -6.4% |
| YTD | +42.3% | -20.7% | +63.0% | +39.6% |
| All | +46.6% | -22.4% | +69.0% | +46.4% |
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