+84.0%
ASML vs AU
+392.2%
-308.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.8% | +2.4% | -1.4% |
| 7D | +10.4% | -1.1% | +11.4% | +10.6% |
| 30D | -12.7% | -4.4% | -8.3% | -12.0% |
| 3M | -17.2% | -10.0% | -7.2% | -15.9% |
| 6M | -1.3% | -14.5% | +13.2% | +0.6% |
| YTD | +40.8% | +6.4% | +34.4% | +36.7% |
| 1Y | +45.2% | +7.7% | +37.5% | +40.4% |
| 3Y | +131.8% | +514.1% | -382.3% | +54.4% |
| 5Y | +84.0% | +386.5% | -302.5% | +12.5% |
| All | +84.0% | +392.2% | -308.2% | +12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling