+75.5%
ASML vs AME
+69.6%
+5.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.5% | +2.5% | +2.4% |
| 7D | -9.0% | -5.2% | -3.9% | -3.8% |
| 30D | -21.0% | -8.0% | -12.9% | -13.5% |
| 3M | -16.3% | -8.9% | -7.4% | -7.5% |
| 6M | -7.5% | -5.0% | -2.5% | -1.5% |
| YTD | +34.0% | +11.9% | +22.1% | +22.4% |
| 1Y | +39.3% | +16.6% | +22.6% | +22.3% |
| 3Y | +128.9% | +62.5% | +66.4% | +33.7% |
| All | +75.5% | +69.6% | +5.9% | -7.1% |
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