+1,111.0%
AMAT vs ASML
+1,337.0%
-225.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -9.3% | -4.2% | -5.0% |
| 7D | -24.3% | -19.0% | -5.2% | -7.6% |
| 30D | -39.8% | -25.9% | -13.9% | -20.1% |
| 3M | -40.2% | -19.1% | -21.1% | -26.7% |
| 6M | -22.1% | -5.7% | -16.4% | -15.0% |
| YTD | +24.7% | +27.6% | -2.9% | +3.7% |
| 1Y | +33.3% | +30.8% | +2.5% | +8.3% |
| 3Y | +133.9% | +116.2% | +17.6% | +16.7% |
| 5Y | +117.1% | +67.7% | +49.4% | +34.1% |
| All | +1,111.0% | +1,337.0% | -225.9% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ASML.
Daily Out/Under-Performance
Portfolio return minus ASML return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASML 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 ASML 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