+194.9%
ASML vs AUR
-34.9%
+229.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.7% | +0.2% | +2.5% |
| 7D | +6.0% | +19.2% | -13.2% | +3.0% |
| 30D | +1.4% | -7.8% | +9.2% | +2.4% |
| 3M | +1.0% | +4.0% | -3.0% | -0.1% |
| 6M | +37.0% | +45.0% | -8.0% | +28.0% |
| YTD | +65.8% | +69.5% | -3.8% | +50.8% |
| 1Y | +123.1% | +13.0% | +110.1% | +114.5% |
| 3Y | +188.2% | +90.4% | +97.8% | +127.7% |
| 5Y | +115.6% | -34.2% | +149.8% | +72.1% |
| All | +194.9% | -34.9% | +229.8% | +136.8% |
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