+97,349.8%
ASML vs EXPD
+19,000.2%
+78,349.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +3.7% |
| 7D | +1.1% | -1.1% | +2.2% | +1.7% |
| 30D | +2.2% | +4.1% | -1.9% | +0.2% |
| 3M | -2.3% | +17.9% | -20.2% | -10.1% |
| 6M | +23.0% | +29.2% | -6.3% | +7.6% |
| YTD | +61.1% | +27.4% | +33.7% | +40.5% |
| 1Y | +129.1% | +56.8% | +72.3% | +78.8% |
| 3Y | +165.4% | +68.0% | +97.3% | +98.2% |
| 5Y | +109.5% | +61.9% | +47.6% | +59.8% |
| 10Y | +1,645.7% | +316.0% | +1,329.7% | +743.6% |
| All | +97,349.8% | +19,000.2% | +78,349.6% | +12,298.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling