+7.5%
ASML vs AAOX
-92.4%
+99.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -11.0% | +8.6% | -1.3% |
| 7D | +10.4% | +22.0% | -11.7% | +7.6% |
| 30D | -12.7% | -76.8% | +64.1% | -3.1% |
| 3M | -17.2% | -90.7% | +73.6% | -3.4% |
| 6M | -1.3% | -97.2% | +95.9% | +16.8% |
| All | +7.5% | -92.4% | +99.9% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling