+5,710.3%
AMD vs ASML
+1,337.0%
+4,373.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -9.3% | -7.9% | -9.5% |
| 7D | -28.6% | -19.0% | -9.6% | -14.0% |
| 30D | -37.7% | -25.9% | -11.8% | -19.1% |
| 3M | -16.1% | -19.1% | +2.9% | +1.0% |
| 6M | +13.8% | -5.7% | +19.6% | +23.7% |
| YTD | +88.8% | +27.6% | +61.2% | +58.8% |
| 1Y | +57.8% | +30.8% | +27.0% | +30.2% |
| 3Y | +260.3% | +116.2% | +144.0% | +86.1% |
| 5Y | +196.6% | +67.7% | +128.9% | +88.4% |
| All | +5,710.3% | +1,337.0% | +4,373.4% | +588.1% |
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