+8.2%
ASML vs EXPD
+39.0%
-30.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.2% | -0.4% | -2.5% |
| 7D | -10.0% | +0.3% | -10.3% | -10.0% |
| 30D | -19.4% | +1.8% | -21.3% | -19.8% |
| 3M | -12.5% | +8.9% | -21.4% | -14.7% |
| 6M | +8.2% | +42.2% | -34.0% | -2.0% |
| All | +8.2% | +39.0% | -30.7% | -2.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling