+84.0%
ASML vs ITW
+37.5%
+46.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -1.9% |
| 7D | +10.4% | +0.5% | +9.9% | +9.9% |
| 30D | -12.7% | +7.7% | -20.4% | -17.9% |
| 3M | -17.2% | -1.3% | -15.8% | -16.7% |
| 6M | -1.3% | +15.5% | -16.8% | -13.8% |
| YTD | +40.8% | +18.6% | +22.2% | +19.4% |
| 1Y | +45.2% | +19.8% | +25.4% | +21.5% |
| 3Y | +131.8% | +32.5% | +99.3% | +69.0% |
| 5Y | +84.0% | +35.3% | +48.7% | +14.4% |
| All | +84.0% | +37.5% | +46.5% | +14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling