+19,236.7%
AMAT vs ASML
+109,531.0%
-90,294.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.2% | +0.1% | +1.6% |
| 7D | -1.5% | +1.1% | -2.6% | -2.2% |
| 30D | -14.8% | +2.2% | -17.0% | -16.0% |
| 3M | -9.3% | -2.3% | -7.0% | -5.8% |
| 6M | +27.4% | +23.0% | +4.4% | +14.0% |
| YTD | +77.6% | +61.1% | +16.5% | +33.9% |
| 1Y | +188.9% | +129.1% | +59.8% | +73.9% |
| 3Y | +202.3% | +165.4% | +36.9% | +66.1% |
| 5Y | +248.9% | +109.5% | +139.4% | +124.6% |
| 10Y | +1,585.2% | +1,645.7% | -60.5% | +215.2% |
| All | +19,236.7% | +109,531.0% | -90,294.2% | +249.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling