+16,520.2%
ASML vs AU
+661.9%
+15,858.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.0% | 0.0% | +4.4% |
| 7D | -9.0% | +16.5% | -25.6% | -10.9% |
| 30D | -21.0% | +3.3% | -24.2% | -21.3% |
| 3M | -16.3% | +6.8% | -23.1% | -17.3% |
| 6M | -7.5% | -3.9% | -3.6% | -7.7% |
| YTD | +34.0% | +12.9% | +21.1% | +30.4% |
| 1Y | +39.3% | +43.5% | -4.2% | +31.4% |
| 3Y | +128.9% | +445.5% | -316.7% | +78.5% |
| 5Y | +76.1% | +469.0% | -392.9% | +33.9% |
| 10Y | +1,428.4% | +698.3% | +730.1% | +957.4% |
| All | +16,520.2% | +661.9% | +15,858.3% | +10,082.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling