+128.9%
ASML vs ITW
+29.5%
+99.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.6% | +6.6% | +5.9% |
| 7D | -9.0% | +0.9% | -9.9% | -9.5% |
| 30D | -21.0% | +7.6% | -28.5% | -24.2% |
| 3M | -16.3% | -4.0% | -12.2% | -14.5% |
| 6M | -7.5% | +9.2% | -16.7% | -13.4% |
| YTD | +34.0% | +16.2% | +17.8% | +20.2% |
| 1Y | +39.3% | +17.9% | +21.3% | +23.4% |
| 3Y | +128.9% | +30.6% | +98.3% | +76.8% |
| All | +128.9% | +29.5% | +99.3% | +76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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