+566.0%
ASML vs REPL
+25.1%
+540.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.2% | -6.1% | -9.2% |
| 7D | -19.0% | +15.1% | -34.2% | -19.6% |
| 30D | -25.9% | +51.1% | -77.0% | -27.5% |
| 3M | -19.1% | +69.2% | -88.3% | -21.3% |
| 6M | -5.7% | +597.6% | -603.3% | -18.2% |
| YTD | +27.6% | +106.0% | -78.4% | +14.4% |
| 1Y | +30.8% | +133.3% | -102.6% | +16.2% |
| 3Y | +116.2% | +41.0% | +75.2% | +64.5% |
| 5Y | +67.7% | -40.1% | +107.8% | +37.8% |
| All | +566.0% | +25.1% | +540.9% | +320.8% |
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