+75.5%
ASML vs REPL
-35.6%
+111.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +8.0% | -3.0% | +4.8% |
| 7D | -9.0% | +22.8% | -31.8% | -9.5% |
| 30D | -21.0% | +63.8% | -84.7% | -22.1% |
| 3M | -16.3% | +68.1% | -84.4% | -17.6% |
| 6M | -7.5% | +528.5% | -536.0% | -14.0% |
| YTD | +34.0% | +122.4% | -88.4% | +26.4% |
| 1Y | +39.3% | +154.4% | -115.1% | +30.6% |
| 3Y | +128.9% | +68.0% | +60.9% | +90.4% |
| All | +75.5% | -35.6% | +111.1% | +69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling