+47.3%
ASML vs AMDL
+20.7%
+26.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -34.9% | +25.5% | -1.5% |
| 7D | -19.0% | -52.7% | +33.7% | -6.2% |
| 30D | -25.9% | -65.3% | +39.4% | -8.7% |
| 3M | -19.1% | -40.8% | +21.8% | -12.9% |
| 6M | -5.7% | -12.9% | +7.1% | -11.4% |
| YTD | +27.6% | +98.0% | -70.4% | -5.5% |
| 1Y | +30.8% | +30.1% | +0.6% | +4.6% |
| All | +47.3% | +20.7% | +26.6% | +0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling