+156.4%
AMAT vs ASML
+88.3%
+68.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.6% | +0.3% | 0.0% |
| 7D | -11.2% | -10.0% | -1.2% | -2.2% |
| 30D | -31.9% | -19.4% | -12.4% | -16.9% |
| 3M | -32.3% | -12.5% | -19.9% | -23.4% |
| 6M | -5.4% | +8.2% | -13.6% | -8.9% |
| YTD | +44.3% | +40.7% | +3.5% | +10.9% |
| 1Y | +61.4% | +46.1% | +15.2% | +20.0% |
| 3Y | +170.6% | +138.5% | +32.1% | +27.7% |
| 5Y | +156.4% | +84.2% | +72.3% | +57.5% |
| All | +156.4% | +88.3% | +68.1% | +57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling