+30.8%
ASML vs AMC
+21.7%
+9.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -12.5% | +3.2% | -8.0% |
| 7D | -19.0% | 0.0% | -19.0% | -18.9% |
| 30D | -25.9% | +4.4% | -30.3% | -26.1% |
| 3M | -19.1% | +15.4% | -34.4% | -20.3% |
| 6M | -5.7% | +93.7% | -99.4% | -15.6% |
| YTD | +27.6% | +97.4% | -69.9% | +13.7% |
| 1Y | +30.8% | +23.2% | +7.6% | +22.3% |
| All | +30.8% | +21.7% | +9.0% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 1y: compounded portfolio wealth divided by compounded AMC 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…
1y analysis · Full analysis span regression · 6 months rolling