+108.6%
ASML vs AUR
-36.2%
+144.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.1% |
| 7D | +1.1% | +8.7% | -7.6% | -0.3% |
| 30D | +2.2% | -5.2% | +7.4% | +2.8% |
| 3M | -2.3% | -7.3% | +5.0% | -1.6% |
| 6M | +23.0% | +41.2% | -18.2% | +15.4% |
| YTD | +61.1% | +65.1% | -4.0% | +47.1% |
| 1Y | +129.1% | +13.4% | +115.7% | +120.2% |
| 3Y | +165.4% | +98.1% | +67.2% | +107.9% |
| All | +108.6% | -36.2% | +144.7% | +59.1% |
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