+85,040.9%
ASML vs EXPD
+19,899.5%
+65,141.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.2% | -0.4% | -2.0% |
| 7D | -10.0% | +0.3% | -10.3% | -10.1% |
| 30D | -19.4% | +1.8% | -21.3% | -20.2% |
| 3M | -12.5% | +8.9% | -21.4% | -16.3% |
| 6M | +8.2% | +42.2% | -34.0% | -9.5% |
| YTD | +40.7% | +33.4% | +7.4% | +19.8% |
| 1Y | +46.1% | +47.2% | -1.0% | +18.4% |
| 3Y | +138.5% | +81.3% | +57.2% | +71.4% |
| 5Y | +84.2% | +60.2% | +24.0% | +41.0% |
| 10Y | +1,505.1% | +339.5% | +1,165.6% | +653.9% |
| All | +85,040.9% | +19,899.5% | +65,141.4% | +10,471.2% |
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