+48.6%
AMZN vs ASML
+74.3%
-25.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.0% | -5.4% | -2.4% |
| 7D | +7.9% | -9.0% | +16.9% | +11.6% |
| 30D | -0.2% | -21.0% | +20.7% | +9.2% |
| 3M | -4.8% | -16.3% | +11.5% | +1.1% |
| 6M | -5.7% | -7.5% | +1.8% | -6.7% |
| YTD | +12.3% | +34.0% | -21.6% | -8.2% |
| 1Y | +6.7% | +39.3% | -32.6% | -14.8% |
| 3Y | +85.6% | +128.9% | -43.3% | +2.9% |
| All | +48.6% | +74.3% | -25.7% | -10.6% |
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