+100.5%
ASML vs ZYBT
-60.2%
+160.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +4.9% | 0.0% | +4.9% | +4.9% |
| 30D | -9.3% | -2.0% | -7.3% | -9.3% |
| 3M | -19.0% | -2.0% | -17.0% | -19.0% |
| 6M | -5.2% | +56.4% | -61.6% | -4.9% |
| YTD | +40.6% | +30.4% | +10.2% | +40.5% |
| 1Y | +47.5% | -30.2% | +77.7% | +49.5% |
| All | +100.5% | -60.2% | +160.7% | +95.6% |
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