+93.0%
ASML vs Z
-56.4%
+149.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.2% | +1.1% |
| 7D | -2.9% | -6.5% | +3.6% | -1.3% |
| 30D | -15.2% | -0.1% | -15.1% | -16.0% |
| 3M | -12.9% | -14.1% | +1.2% | -11.0% |
| 6M | -5.0% | -30.1% | +25.0% | +2.2% |
| YTD | +41.8% | -57.5% | +99.3% | +75.9% |
| 1Y | +46.0% | -60.3% | +106.4% | +84.7% |
| 3Y | +133.5% | -21.0% | +154.5% | +114.0% |
| 5Y | +93.0% | -54.9% | +147.9% | +89.4% |
| All | +93.0% | -56.4% | +149.4% | +89.4% |
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