+67.7%
ASML vs AME
+62.5%
+5.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.9% | -3.4% | -3.3% |
| 7D | -19.0% | -11.4% | -7.6% | -8.2% |
| 30D | -25.9% | -12.1% | -13.8% | -15.2% |
| 3M | -19.1% | -12.3% | -6.7% | -7.1% |
| 6M | -5.7% | -4.6% | -1.1% | +0.2% |
| YTD | +27.6% | +9.1% | +18.5% | +19.5% |
| 1Y | +30.8% | +13.3% | +17.5% | +18.2% |
| 3Y | +116.2% | +58.2% | +58.1% | +29.9% |
| 5Y | +67.7% | +63.4% | +4.2% | -8.4% |
| All | +67.7% | +62.5% | +5.1% | -8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling