+164.9%
ASML vs Z
-33.7%
+198.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.1% | +6.3% | +4.5% |
| 7D | +1.1% | -3.0% | +4.1% | +1.6% |
| 30D | +2.2% | -4.2% | +6.4% | +2.6% |
| 3M | -2.3% | -3.7% | +1.4% | -2.2% |
| 6M | +23.0% | -24.5% | +47.5% | +29.5% |
| YTD | +61.1% | -49.3% | +110.4% | +84.9% |
| 1Y | +129.1% | -58.7% | +187.8% | +175.2% |
| All | +164.9% | -33.7% | +198.7% | +173.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling