+1,786.8%
ASML vs AMC
-97.4%
+1,884.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +7.3% | -10.9% | -3.8% |
| 7D | -10.0% | +17.7% | -27.7% | -10.5% |
| 30D | -19.4% | +26.2% | -45.6% | -20.0% |
| 3M | -12.5% | +31.3% | -43.8% | -13.3% |
| 6M | +8.2% | +142.8% | -134.5% | +4.6% |
| YTD | +40.7% | +125.6% | -84.9% | +36.1% |
| 1Y | +46.1% | +40.2% | +5.9% | +43.2% |
| 3Y | +138.5% | -67.2% | +205.7% | +139.2% |
| 5Y | +84.2% | -99.1% | +183.3% | +94.3% |
| 10Y | +1,505.1% | -98.5% | +1,603.7% | +1,595.5% |
| All | +1,786.8% | -97.4% | +1,884.3% | +1,525.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling