+1,437.9%
ASML vs Z
+9.5%
+1,428.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -10.6% | +1.3% | -6.6% |
| 7D | -19.0% | -2.3% | -16.8% | -18.8% |
| 30D | -25.9% | +9.4% | -35.3% | -28.4% |
| 3M | -19.1% | -16.1% | -3.0% | -16.8% |
| 6M | -5.7% | -30.4% | +24.7% | +0.9% |
| YTD | +27.6% | -55.6% | +83.2% | +52.6% |
| 1Y | +30.8% | -58.5% | +89.3% | +59.0% |
| 3Y | +116.2% | -19.6% | +135.9% | +106.8% |
| 5Y | +67.7% | -54.1% | +121.8% | +77.8% |
| 10Y | +1,355.3% | -12.1% | +1,367.4% | +1,066.6% |
| All | +1,437.9% | +9.5% | +1,428.4% | +1,065.9% |
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