+164.9%
ASML vs AMC
-79.6%
+244.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.3% | -0.2% | +3.9% |
| 7D | +1.1% | +2.3% | -1.2% | +1.0% |
| 30D | +2.2% | -0.7% | +2.9% | +2.2% |
| 3M | -2.3% | +35.2% | -37.5% | -5.0% |
| 6M | +23.0% | +124.6% | -101.6% | +15.2% |
| YTD | +61.1% | +69.9% | -8.8% | +53.0% |
| 1Y | +129.1% | -2.6% | +131.7% | +123.7% |
| All | +164.9% | -79.6% | +244.6% | +174.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling