+46.1%
ASML vs AME
+21.1%
+25.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.6% | +1.0% | +2.1% |
| 7D | -10.0% | -4.4% | -5.6% | -4.9% |
| 30D | -19.4% | -5.9% | -13.6% | -13.1% |
| 3M | -12.5% | -6.5% | -5.9% | -4.7% |
| 6M | +8.2% | +3.2% | +5.0% | +4.9% |
| YTD | +40.7% | +16.0% | +24.7% | +17.8% |
| 1Y | +46.1% | +20.4% | +25.7% | +19.7% |
| All | +46.1% | +21.1% | +25.0% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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