+1,596.2%
ASML vs Z
+22.6%
+1,573.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +9.4% | -13.0% | -6.0% |
| 7D | -10.0% | +10.2% | -20.2% | -12.5% |
| 30D | -19.4% | +23.7% | -43.1% | -24.6% |
| 3M | -12.5% | -6.6% | -5.9% | -12.6% |
| 6M | +8.2% | -23.0% | +31.2% | +12.8% |
| YTD | +40.7% | -50.3% | +91.0% | +63.4% |
| 1Y | +46.1% | -53.6% | +99.7% | +72.5% |
| 3Y | +138.5% | -10.1% | +148.5% | +121.4% |
| 5Y | +84.2% | -49.8% | +133.9% | +90.6% |
| 10Y | +1,505.1% | -1.6% | +1,506.7% | +1,148.7% |
| All | +1,596.2% | +22.6% | +1,573.6% | +1,148.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling