+1,644.6%
ASML vs EXPD
+315.7%
+1,328.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +3.6% |
| 7D | +1.1% | -1.1% | +2.2% | +1.8% |
| 30D | +2.2% | +4.1% | -1.9% | -0.3% |
| 3M | -2.3% | +17.9% | -20.2% | -11.9% |
| 6M | +23.0% | +29.2% | -6.3% | +4.1% |
| YTD | +61.1% | +27.4% | +33.7% | +35.4% |
| 1Y | +129.1% | +56.8% | +72.3% | +65.9% |
| 3Y | +165.4% | +68.0% | +97.3% | +79.1% |
| 5Y | +109.5% | +61.9% | +47.6% | +42.6% |
| All | +1,644.6% | +315.7% | +1,328.9% | +616.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling