+128.9%
ASML vs EXPE
+131.0%
-2.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.9% | +9.9% | +5.7% |
| 7D | -9.0% | -9.3% | +0.3% | -7.8% |
| 30D | -21.0% | +0.1% | -21.1% | -21.3% |
| 3M | -16.3% | -15.3% | -1.0% | -14.8% |
| 6M | -7.5% | +5.5% | -13.0% | -10.5% |
| YTD | +34.0% | -8.0% | +42.0% | +32.9% |
| 1Y | +39.3% | +18.9% | +20.4% | +28.5% |
| 3Y | +128.9% | +135.5% | -6.7% | +68.0% |
| All | +128.9% | +131.0% | -2.1% | +68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling