+831.8%
EWY vs ASML
+4,020.7%
-3,188.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -9.3% | -4.1% | -9.8% |
| 7D | -18.6% | -19.0% | +0.4% | -11.3% |
| 30D | -29.4% | -25.9% | -3.4% | -20.1% |
| 3M | -22.2% | -19.1% | -3.1% | -14.9% |
| 6M | -24.1% | -5.7% | -18.4% | -20.6% |
| YTD | +35.4% | +27.6% | +7.8% | +26.6% |
| 1Y | +39.3% | +30.8% | +8.5% | +28.8% |
| 3Y | +137.0% | +116.2% | +20.8% | +72.4% |
| 5Y | +83.9% | +67.7% | +16.3% | +40.8% |
| 10Y | +192.4% | +1,355.3% | -1,162.9% | -6.0% |
| All | +831.8% | +4,020.7% | -3,188.9% | +43.5% |
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