+108.6%
ASML vs EXPE
+111.8%
-3.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.7% | +5.9% | +4.6% |
| 7D | +1.1% | -9.5% | +10.6% | +4.0% |
| 30D | +2.2% | -6.6% | +8.8% | +3.8% |
| 3M | -2.3% | +31.4% | -33.7% | -11.6% |
| 6M | +23.0% | +35.2% | -12.2% | +8.9% |
| YTD | +61.1% | +5.8% | +55.3% | +53.3% |
| 1Y | +129.1% | +38.7% | +90.4% | +95.6% |
| 3Y | +165.4% | +175.8% | -10.4% | +63.8% |
| All | +108.6% | +111.8% | -3.2% | +38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling