+108.6%
ASML vs AMC
-99.4%
+208.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.3% | -0.2% | +3.8% |
| 7D | +1.1% | +2.3% | -1.2% | +0.9% |
| 30D | +2.2% | -0.7% | +2.9% | +2.1% |
| 3M | -2.3% | +35.2% | -37.5% | -6.2% |
| 6M | +23.0% | +124.6% | -101.6% | +11.9% |
| YTD | +61.1% | +69.9% | -8.8% | +49.8% |
| 1Y | +129.1% | -2.6% | +131.7% | +123.2% |
| 3Y | +165.4% | -79.8% | +245.1% | +182.5% |
| All | +108.6% | -99.4% | +208.0% | +195.2% |
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