+3,654.1%
ASML vs AMCR
+106.4%
+3,547.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.2% |
| 7D | +1.1% | -1.9% | +3.0% | +1.8% |
| 30D | +2.2% | -4.1% | +6.3% | +3.5% |
| 3M | -2.3% | +21.7% | -24.0% | -9.3% |
| 6M | +23.0% | +1.5% | +21.5% | +21.4% |
| YTD | +61.1% | +13.1% | +47.9% | +52.3% |
| 1Y | +129.1% | +16.5% | +112.6% | +114.1% |
| 3Y | +165.4% | +10.3% | +155.1% | +148.8% |
| 5Y | +109.5% | -7.7% | +117.1% | +110.0% |
| 10Y | +1,645.7% | +24.6% | +1,621.1% | +1,453.4% |
| All | +3,654.1% | +106.4% | +3,547.6% | +3,250.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling