+82.7%
ASML vs AUR
-57.9%
+140.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +0.4% |
| 7D | +4.9% | -4.5% | +9.5% | +5.7% |
| 30D | -9.3% | -16.6% | +7.4% | -6.9% |
| 3M | -19.0% | -38.5% | +19.5% | -13.2% |
| 6M | -5.2% | -49.9% | +44.7% | +4.4% |
| YTD | +40.6% | +9.6% | +31.0% | +36.2% |
| 1Y | +47.5% | +1.2% | +46.3% | +44.3% |
| 3Y | +133.9% | +128.8% | +5.1% | +79.5% |
| All | +82.7% | -57.9% | +140.6% | +51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling