+67.7%
ASML vs EXPE
+54.1%
+13.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -13.7% | +4.4% | -5.6% |
| 7D | -19.0% | -3.6% | -15.4% | -18.5% |
| 30D | -25.9% | +4.8% | -30.7% | -27.5% |
| 3M | -19.1% | -14.6% | -4.4% | -16.6% |
| 6M | -5.7% | +10.0% | -15.7% | -11.7% |
| YTD | +27.6% | -3.3% | +30.9% | +22.9% |
| 1Y | +30.8% | +28.4% | +2.4% | +12.2% |
| 3Y | +116.2% | +145.1% | -28.9% | +34.3% |
| 5Y | +67.7% | +51.6% | +16.0% | +18.2% |
| All | +67.7% | +54.1% | +13.6% | +18.2% |
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