+39.3%
ASML vs Z
-59.5%
+98.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.4% | +7.5% | +4.9% |
| 7D | -9.0% | -4.6% | -4.5% | -8.8% |
| 30D | -21.0% | +8.3% | -29.3% | -20.4% |
| 3M | -16.3% | -11.6% | -4.7% | -16.3% |
| 6M | -7.5% | -33.6% | +26.1% | -4.0% |
| YTD | +34.0% | -56.7% | +90.7% | +43.4% |
| 1Y | +39.3% | -59.1% | +98.4% | +49.7% |
| All | +39.3% | -59.5% | +98.8% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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