+116.8%
ASML vs AU
+86.0%
+30.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.3% | +6.5% | +4.7% |
| 7D | +1.1% | -3.6% | +4.7% | +2.0% |
| 30D | +2.2% | +23.9% | -21.7% | -4.0% |
| 3M | -2.3% | +19.1% | -21.4% | -7.9% |
| 6M | +23.0% | -0.2% | +23.1% | +19.2% |
| YTD | +61.1% | +32.5% | +28.6% | +47.9% |
| All | +116.8% | +86.0% | +30.8% | +89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 1y: compounded portfolio wealth divided by compounded AU 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…
1y analysis · Full analysis span regression · 6 months rolling