+1,559.3%
ASML vs AMCR
+18.6%
+1,540.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -1.8% |
| 7D | +10.4% | -4.5% | +14.8% | +12.5% |
| 30D | -12.7% | +4.9% | -17.6% | -14.9% |
| 3M | -17.2% | -4.6% | -12.6% | -15.9% |
| 6M | -1.3% | +15.2% | -16.5% | -8.8% |
| YTD | +40.8% | +9.7% | +31.1% | +31.7% |
| 1Y | +45.2% | +10.5% | +34.7% | +35.3% |
| 3Y | +131.8% | +13.8% | +118.0% | +106.8% |
| 5Y | +84.0% | -9.1% | +93.1% | +84.9% |
| All | +1,559.3% | +18.6% | +1,540.6% | +1,284.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling