+140.3%
ASML vs EXPD
+80.8%
+59.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.2% | -0.4% | -2.4% |
| 7D | -10.0% | +0.3% | -10.3% | -10.1% |
| 30D | -19.4% | +1.8% | -21.3% | -20.0% |
| 3M | -12.5% | +8.9% | -21.4% | -15.3% |
| 6M | +8.2% | +42.2% | -34.0% | -5.6% |
| YTD | +40.7% | +33.4% | +7.4% | +24.1% |
| 1Y | +46.1% | +47.2% | -1.0% | +23.0% |
| All | +140.3% | +80.8% | +59.5% | +74.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling