+3,023.1%
ASML vs AMCR
+105.2%
+2,917.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.1% | +7.1% | +5.7% |
| 7D | -9.0% | -5.3% | -3.7% | -7.4% |
| 30D | -21.0% | +8.7% | -29.7% | -23.4% |
| 3M | -16.3% | -3.3% | -13.0% | -15.7% |
| 6M | -7.5% | +15.1% | -22.6% | -12.7% |
| YTD | +34.0% | +12.4% | +21.6% | +26.6% |
| 1Y | +39.3% | +15.8% | +23.5% | +30.2% |
| 3Y | +128.9% | +16.7% | +112.1% | +109.8% |
| 5Y | +76.1% | -5.1% | +81.1% | +74.8% |
| 10Y | +1,428.4% | +21.5% | +1,406.8% | +1,258.1% |
| All | +3,023.1% | +105.2% | +2,917.9% | +2,684.1% |
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