+117.9%
ASML vs EXE
+4.7%
+113.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.3% | -7.1% | -9.0% |
| 7D | -19.0% | -5.6% | -13.4% | -18.4% |
| 30D | -25.9% | -3.3% | -22.7% | -25.6% |
| 3M | -19.1% | -5.5% | -13.6% | -18.6% |
| 6M | -5.7% | -13.4% | +7.7% | -4.0% |
| YTD | +27.6% | -21.3% | +48.9% | +32.0% |
| 1Y | +30.8% | -20.7% | +51.5% | +34.8% |
| All | +117.9% | +4.7% | +113.2% | +94.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling