+1,395.4%
ASML vs AME
+442.8%
+952.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.5% | +2.5% | +2.9% |
| 7D | -9.0% | -5.2% | -3.9% | -4.8% |
| 30D | -21.0% | -8.0% | -12.9% | -15.0% |
| 3M | -16.3% | -8.9% | -7.4% | -9.2% |
| 6M | -7.5% | -5.0% | -2.5% | -2.5% |
| YTD | +34.0% | +11.9% | +22.1% | +25.2% |
| 1Y | +39.3% | +16.6% | +22.6% | +26.0% |
| 3Y | +128.9% | +62.5% | +66.4% | +57.2% |
| 5Y | +76.1% | +67.6% | +8.5% | +19.3% |
| All | +1,395.4% | +442.8% | +952.6% | +534.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling