+75.5%
ASML vs AU
+465.1%
-389.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.0% | 0.0% | +4.0% |
| 7D | -9.0% | +16.5% | -25.6% | -11.9% |
| 30D | -21.0% | +3.3% | -24.2% | -21.5% |
| 3M | -16.3% | +6.8% | -23.1% | -17.9% |
| 6M | -7.5% | -3.9% | -3.6% | -7.9% |
| YTD | +34.0% | +12.9% | +21.1% | +28.6% |
| 1Y | +39.3% | +43.5% | -4.2% | +27.8% |
| 3Y | +128.9% | +445.5% | -316.7% | +56.7% |
| All | +75.5% | +465.1% | -389.6% | +11.1% |
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