+67.7%
ASML vs ASX
+414.3%
-346.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -20.8% | +11.4% | +4.5% |
| 7D | -19.0% | -33.3% | +14.2% | +4.6% |
| 30D | -25.9% | -36.5% | +10.5% | -2.0% |
| 3M | -19.1% | -19.2% | +0.1% | -10.0% |
| 6M | -5.7% | -10.2% | +4.5% | -6.7% |
| YTD | +27.6% | +86.5% | -58.9% | -27.7% |
| 1Y | +30.8% | +89.6% | -58.9% | -26.9% |
| 3Y | +116.2% | +298.6% | -182.4% | -36.7% |
| 5Y | +67.7% | +414.3% | -346.6% | -62.2% |
| All | +67.7% | +414.3% | -346.6% | -62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 ASX 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