+46.6%
ASML vs AUR
+2.9%
+43.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.4% | +0.8% | +4.8% |
| 7D | -0.8% | +9.9% | -10.8% | -3.2% |
| 30D | -14.9% | -20.2% | +5.4% | -10.7% |
| 3M | -13.0% | -34.1% | +21.2% | -4.8% |
| 6M | -4.7% | -34.3% | +29.6% | +3.4% |
| YTD | +42.3% | +21.1% | +21.2% | +31.4% |
| All | +46.6% | +2.9% | +43.7% | +39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling