+164.9%
ASML vs AMCR
+7.6%
+157.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.2% |
| 7D | +1.1% | -1.9% | +3.0% | +1.7% |
| 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% | +19.5% |
| YTD | +61.1% | +13.1% | +47.9% | +51.4% |
| 1Y | +129.1% | +13.0% | +116.1% | +115.0% |
| All | +164.9% | +7.6% | +157.4% | +145.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling