+134.2%
ASML vs ITW
+33.1%
+101.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.1% |
| 7D | +10.4% | +0.5% | +9.9% | +10.1% |
| 30D | -12.7% | +7.7% | -20.4% | -16.3% |
| 3M | -17.2% | -1.3% | -15.8% | -16.6% |
| 6M | -1.3% | +15.5% | -16.8% | -10.6% |
| YTD | +40.8% | +18.6% | +22.2% | +25.2% |
| 1Y | +45.2% | +19.8% | +25.4% | +27.9% |
| All | +134.2% | +33.1% | +101.1% | +90.0% |
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