+136.3%
ASML vs ZYBT
-58.1%
+194.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.9% | +4.8% | +2.9% |
| 7D | +6.0% | -4.2% | +10.2% | +6.0% |
| 30D | +1.4% | -16.4% | +17.8% | +1.4% |
| 3M | +1.0% | +82.9% | -81.8% | +1.1% |
| 6M | +37.0% | +110.7% | -73.7% | +35.5% |
| YTD | +65.8% | +37.4% | +28.4% | +65.6% |
| 1Y | +123.1% | -80.6% | +203.7% | +131.4% |
| All | +136.3% | -58.1% | +194.4% | +130.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling