+164.9%
ASML vs AU
+625.0%
-460.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.3% | +6.5% | +4.6% |
| 7D | +1.1% | -3.6% | +4.7% | +1.7% |
| 30D | +2.2% | +23.9% | -21.7% | -2.2% |
| 3M | -2.3% | +19.1% | -21.4% | -6.2% |
| 6M | +23.0% | -0.2% | +23.1% | +20.8% |
| YTD | +61.1% | +32.5% | +28.6% | +51.6% |
| 1Y | +129.1% | +96.9% | +32.2% | +104.0% |
| All | +164.9% | +625.0% | -460.0% | +94.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling