+3,654.1%
ASML vs AMCR
+100.2%
+3,553.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +52.4% |
| 1Y | +129.1% | +13.0% | +116.1% | +116.3% |
| 3Y | +165.4% | +6.9% | +158.4% | +151.4% |
| 5Y | +109.5% | -10.5% | +119.9% | +112.2% |
| 10Y | +1,645.7% | +20.9% | +1,624.8% | +1,469.7% |
| All | +3,654.1% | +100.2% | +3,553.9% | +3,285.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling