+1,644.6%
ASML vs EXPE
+179.6%
+1,465.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.7% | +5.9% | +4.7% |
| 7D | +1.1% | -9.5% | +10.6% | +4.2% |
| 30D | +2.2% | -6.6% | +8.8% | +4.0% |
| 3M | -2.3% | +31.4% | -33.7% | -11.9% |
| 6M | +23.0% | +35.2% | -12.2% | +8.6% |
| YTD | +61.1% | +5.8% | +55.3% | +52.6% |
| 1Y | +129.1% | +38.7% | +90.4% | +95.5% |
| 3Y | +165.4% | +175.8% | -10.4% | +69.0% |
| 5Y | +109.5% | +111.8% | -2.4% | +39.9% |
| All | +1,644.6% | +179.6% | +1,465.0% | +781.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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