+39.3%
ASML vs REPL
+152.6%
-113.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +8.0% | -3.0% | +5.0% |
| 7D | -9.0% | +22.8% | -31.8% | -9.1% |
| 30D | -21.0% | +63.8% | -84.7% | -21.1% |
| 3M | -16.3% | +68.1% | -84.4% | -16.5% |
| 6M | -7.5% | +528.5% | -536.0% | -6.3% |
| YTD | +34.0% | +122.4% | -88.4% | +27.9% |
| 1Y | +39.3% | +154.4% | -115.1% | +27.9% |
| All | +39.3% | +152.6% | -113.3% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling