+46.0%
ASML vs AMDL
+133.6%
-87.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.0% | -1.0% |
| 7D | -2.9% | +5.4% | -8.3% | -6.1% |
| 30D | -15.2% | -36.6% | +21.4% | -9.6% |
| 3M | -12.9% | -1.0% | -11.9% | -17.1% |
| 6M | -5.0% | -12.1% | +7.1% | -10.4% |
| YTD | +41.8% | +215.1% | -173.3% | 0.0% |
| 1Y | +46.0% | +130.4% | -84.3% | +7.8% |
| All | +46.0% | +133.6% | -87.5% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 1y: compounded portfolio wealth divided by compounded AMDL 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…
1y analysis · Full analysis span regression · 6 months rolling