+166.0%
EWY vs ASML
+140.2%
+25.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.8% | +4.4% | +5.2% |
| 7D | -2.8% | +2.5% | -5.4% | -3.8% |
| 30D | -13.1% | -12.2% | -0.9% | -6.6% |
| 3M | -11.6% | -14.6% | +3.0% | -3.5% |
| 6M | -23.4% | -1.7% | -21.6% | -20.0% |
| YTD | +52.0% | +44.3% | +7.7% | +39.0% |
| 1Y | +58.6% | +51.0% | +7.6% | +42.6% |
| All | +166.0% | +140.2% | +25.8% | +90.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling