+97,349.8%
ASML vs ITW
+4,392.8%
+92,956.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.7% | +4.6% |
| 7D | +1.1% | -3.6% | +4.7% | +3.7% |
| 30D | +2.2% | -9.1% | +11.3% | +9.3% |
| 3M | -2.3% | +8.2% | -10.5% | -8.4% |
| 6M | +23.0% | -4.8% | +27.7% | +26.8% |
| YTD | +61.1% | +11.0% | +50.0% | +47.9% |
| 1Y | +129.1% | +4.2% | +124.9% | +119.0% |
| 3Y | +165.4% | +17.3% | +148.1% | +130.8% |
| 5Y | +109.5% | +33.0% | +76.5% | +68.1% |
| 10Y | +1,645.7% | +182.3% | +1,463.4% | +685.2% |
| All | +97,349.8% | +4,392.8% | +92,956.9% | +10,752.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling