-7.5%
ASML vs AUR
-33.6%
+26.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +9.4% | -4.4% | +2.7% |
| 7D | -9.0% | +1.1% | -10.2% | -9.4% |
| 30D | -21.0% | -22.9% | +1.9% | -16.5% |
| 3M | -16.3% | -35.0% | +18.7% | -7.9% |
| 6M | -7.5% | -39.3% | +31.8% | +3.0% |
| All | -7.5% | -33.6% | +26.1% | +3.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling