+129.6%
ASML vs ZYBT
-57.3%
+186.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.2% |
| 7D | +1.1% | -6.9% | +8.0% | +1.1% |
| 30D | +2.2% | -31.8% | +34.0% | +2.2% |
| 3M | -2.3% | +94.0% | -96.3% | -2.4% |
| 6M | +23.0% | +99.0% | -76.0% | +21.9% |
| YTD | +61.1% | +40.0% | +21.1% | +60.9% |
| 1Y | +129.1% | -79.5% | +208.7% | +137.4% |
| All | +129.6% | -57.3% | +186.9% | +124.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling