+47.5%
ASML vs AME
+24.0%
+23.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.6% | -0.7% |
| 7D | +4.9% | +5.9% | -0.9% | -2.3% |
| 30D | -9.3% | -1.9% | -7.4% | -6.8% |
| 3M | -19.0% | -5.4% | -13.6% | -12.8% |
| 6M | -5.2% | +4.9% | -10.1% | -9.8% |
| YTD | +40.6% | +18.5% | +22.1% | +15.6% |
| 1Y | +47.5% | +25.5% | +22.0% | +17.5% |
| All | +47.5% | +24.0% | +23.5% | +17.5% |
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 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