+116.2%
ASML vs ZYBT
-80.9%
+197.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -2.0% |
| 7D | +2.8% | -3.7% | +6.5% | +2.8% |
| 30D | -0.2% | -12.8% | +12.5% | -0.2% |
| 3M | -2.6% | +76.2% | -78.8% | -1.3% |
| 6M | +27.9% | +109.3% | -81.5% | +27.1% |
| YTD | +62.4% | +36.5% | +25.9% | +64.2% |
| 1Y | +116.2% | -84.0% | +200.2% | +132.3% |
| All | +116.2% | -80.9% | +197.1% | +132.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 1y: compounded portfolio wealth divided by compounded ZYBT 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…
1y analysis · Full analysis span regression · 6 months rolling