+86.0%
ASML vs AMDL
+95.0%
-9.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.2% | -5.0% | +2.1% |
| 7D | +1.1% | +4.5% | -3.4% | +0.1% |
| 30D | +2.2% | -4.4% | +6.6% | +2.6% |
| 3M | -2.3% | -30.5% | +28.2% | +1.6% |
| 6M | +23.0% | +300.9% | -277.9% | -16.2% |
| YTD | +61.1% | +219.9% | -158.9% | +11.2% |
| 1Y | +129.1% | +374.7% | -245.6% | +33.4% |
| All | +86.0% | +95.0% | -9.1% | +18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling