+2,658.5%
AMD vs ASML
+109,531.0%
-106,872.5%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.2% | +0.5% | +2.2% |
| 7D | +2.6% | +1.1% | +1.5% | +1.9% |
| 30D | -0.9% | +2.2% | -3.1% | -2.2% |
| 3M | -8.7% | -2.3% | -6.4% | -6.2% |
| 6M | +136.3% | +23.0% | +113.4% | +113.0% |
| YTD | +123.0% | +61.1% | +61.9% | +71.6% |
| 1Y | +195.2% | +129.1% | +66.1% | +84.5% |
| 3Y | +336.3% | +165.4% | +171.0% | +149.5% |
| 5Y | +334.5% | +109.5% | +225.0% | +192.2% |
| 10Y | +6,259.1% | +1,645.7% | +4,613.4% | +1,257.4% |
| All | +2,658.5% | +109,531.0% | -106,872.5% | +26.7% |
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