+39.3%
ASML vs EXPE
+21.4%
+17.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.9% | +9.9% | +4.8% |
| 7D | -9.0% | -9.3% | +0.3% | -8.8% |
| 30D | -21.0% | +0.1% | -21.1% | -20.4% |
| 3M | -16.3% | -15.3% | -1.0% | -16.2% |
| 6M | -7.5% | +5.5% | -13.0% | -7.8% |
| YTD | +34.0% | -8.0% | +42.0% | +35.8% |
| 1Y | +39.3% | +18.9% | +20.4% | +41.0% |
| All | +39.3% | +21.4% | +17.9% | +41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling