+740.8%
ASML vs REPL
-6.0%
+746.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.8% | +4.2% |
| 7D | +1.1% | -3.0% | +4.1% | +1.2% |
| 30D | +2.2% | +27.1% | -24.9% | +0.9% |
| 3M | -2.3% | +52.4% | -54.7% | -6.3% |
| 6M | +23.0% | +107.4% | -84.5% | +10.2% |
| YTD | +61.1% | +54.7% | +6.3% | +46.7% |
| 1Y | +129.1% | +158.9% | -29.8% | +94.4% |
| 3Y | +165.4% | -23.7% | +189.1% | +114.8% |
| 5Y | +109.5% | -54.3% | +163.8% | +74.4% |
| All | +740.8% | -6.0% | +746.8% | +439.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling