+219.4%
EWY vs ASML
+1,525.9%
-1,306.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.2% | -2.5% | +0.8% |
| 7D | -6.3% | -0.8% | -5.4% | -5.6% |
| 30D | -19.8% | -14.9% | -4.9% | -13.4% |
| 3M | -14.4% | -13.0% | -1.5% | -8.3% |
| 6M | -25.3% | -4.7% | -20.6% | -21.8% |
| YTD | +46.2% | +42.3% | +3.9% | +30.6% |
| 1Y | +58.3% | +49.7% | +8.6% | +38.3% |
| 3Y | +155.0% | +144.3% | +10.7% | +73.0% |
| 5Y | +99.5% | +86.4% | +13.1% | +44.5% |
| 10Y | +219.4% | +1,504.8% | -1,285.4% | -1.7% |
| All | +219.4% | +1,525.9% | -1,306.4% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ASML.
Daily Out/Under-Performance
Portfolio return minus ASML return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASML 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 10y: compounded portfolio wealth divided by compounded ASML 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…
10y analysis · Full analysis span regression · 6 months rolling