+151.9%
ASML vs EXE
+154.0%
-2.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.3% | -7.1% | -8.9% |
| 7D | -19.0% | -5.6% | -13.4% | -18.0% |
| 30D | -25.9% | -3.3% | -22.7% | -25.4% |
| 3M | -19.1% | -5.5% | -13.6% | -18.3% |
| 6M | -5.7% | -13.4% | +7.7% | -3.4% |
| YTD | +27.6% | -21.3% | +48.9% | +32.7% |
| 1Y | +30.8% | -20.7% | +51.5% | +35.6% |
| 3Y | +116.2% | +3.9% | +112.3% | +106.2% |
| 5Y | +67.7% | +63.7% | +4.0% | +51.7% |
| All | +151.9% | +154.0% | -2.1% | +109.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling