+885.1%
EWY vs ASML
+4,480.0%
-3,594.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | -10.2% | -2.9% | -7.4% | -8.9% |
| 30D | -21.5% | -15.2% | -6.3% | -15.9% |
| 3M | -14.7% | -12.9% | -1.8% | -9.4% |
| 6M | -26.8% | -5.0% | -21.8% | -23.8% |
| YTD | +43.2% | +41.8% | +1.4% | +28.3% |
| 1Y | +48.7% | +46.0% | +2.7% | +31.5% |
| 3Y | +147.9% | +133.5% | +14.5% | +74.9% |
| 5Y | +98.8% | +93.0% | +5.8% | +44.1% |
| 10Y | +216.5% | +1,534.9% | -1,318.4% | -2.9% |
| All | +885.1% | +4,480.0% | -3,594.9% | +45.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling