+1,236.8%
EWY vs ASML
+5,101.9%
-3,865.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.2% | +0.4% | +3.0% |
| 7D | +4.8% | +1.1% | +3.7% | +4.4% |
| 30D | +11.7% | +2.2% | +9.5% | +10.8% |
| 3M | -7.4% | -2.3% | -5.1% | -5.3% |
| 6M | +40.6% | +23.0% | +17.6% | +32.1% |
| YTD | +94.3% | +61.1% | +33.2% | +64.8% |
| 1Y | +164.3% | +129.1% | +35.2% | +95.7% |
| 3Y | +221.0% | +165.4% | +55.6% | +113.6% |
| 5Y | +139.1% | +109.5% | +29.7% | +66.2% |
| 10Y | +298.8% | +1,645.7% | -1,346.9% | +18.5% |
| All | +1,236.8% | +5,101.9% | -3,865.1% | +86.7% |
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 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