+1,534.9%
ASML vs AME
+438.4%
+1,096.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -2.9% | -4.1% | +1.3% | +0.8% |
| 30D | -15.2% | -4.1% | -11.1% | -11.8% |
| 3M | -12.9% | -5.6% | -7.3% | -8.1% |
| 6M | -5.0% | +2.8% | -7.9% | -5.9% |
| YTD | +41.8% | +16.6% | +25.2% | +28.1% |
| 1Y | +46.0% | +21.1% | +25.0% | +28.1% |
| 3Y | +133.5% | +61.1% | +72.4% | +61.0% |
| 5Y | +93.0% | +76.6% | +16.4% | +25.3% |
| 10Y | +1,534.9% | +431.3% | +1,103.6% | +533.7% |
| All | +1,534.9% | +438.4% | +1,096.5% | +533.7% |
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 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