+108.6%
ASML vs Z
-64.8%
+173.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.1% | +6.3% | +4.7% |
| 7D | +1.1% | -3.0% | +4.1% | +1.8% |
| 30D | +2.2% | -4.2% | +6.4% | +2.8% |
| 3M | -2.3% | -3.7% | +1.4% | -2.6% |
| 6M | +23.0% | -24.5% | +47.5% | +30.7% |
| YTD | +61.1% | -49.3% | +110.4% | +90.4% |
| 1Y | +129.1% | -58.7% | +187.8% | +185.7% |
| 3Y | +165.4% | -34.1% | +199.5% | +171.5% |
| All | +108.6% | -64.8% | +173.4% | +101.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling