+67.7%
ASML vs AMC
-99.3%
+166.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -12.5% | +3.2% | -8.2% |
| 7D | -19.0% | 0.0% | -19.0% | -19.0% |
| 30D | -25.9% | +4.4% | -30.3% | -26.2% |
| 3M | -19.1% | +15.4% | -34.4% | -20.3% |
| 6M | -5.7% | +93.7% | -99.4% | -12.9% |
| YTD | +27.6% | +97.4% | -69.9% | +17.0% |
| 1Y | +30.8% | +23.2% | +7.6% | +24.7% |
| 3Y | +116.2% | -71.3% | +187.5% | +125.4% |
| 5Y | +67.7% | -99.3% | +166.9% | +117.5% |
| All | +67.7% | -99.3% | +166.9% | +117.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling