+2.3%
ASML vs AAOX
-93.0%
+95.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +12.6% | -7.6% | +3.8% |
| 7D | -9.0% | -52.9% | +43.9% | -3.4% |
| 30D | -21.0% | -86.9% | +66.0% | -7.7% |
| 3M | -16.3% | -89.6% | +73.4% | -2.7% |
| 6M | -7.5% | -97.3% | +89.8% | +11.0% |
| All | +2.3% | -93.0% | +95.3% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 AAOX 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