+156.7%
ASML vs AUR
-54.0%
+210.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.6% |
| 7D | +2.5% | +12.7% | -10.2% | +0.7% |
| 30D | -12.2% | -18.7% | +6.5% | -9.6% |
| 3M | -14.6% | -33.8% | +19.2% | -9.6% |
| 6M | -1.7% | -36.6% | +34.9% | +4.2% |
| YTD | +44.3% | +19.8% | +24.5% | +37.9% |
| 1Y | +51.0% | +8.0% | +43.0% | +46.2% |
| 3Y | +137.6% | +153.4% | -15.9% | +79.6% |
| 5Y | +92.7% | -54.0% | +146.7% | +61.3% |
| All | +156.7% | -54.0% | +210.7% | +116.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 10y: compounded portfolio wealth divided by compounded AUR 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…
10y analysis · Full analysis span regression · 6 months rolling