+86.4%
ASML vs AME
+76.7%
+9.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.2% | +2.0% | +1.9% |
| 7D | -0.8% | -1.5% | +0.7% | +0.9% |
| 30D | -14.9% | -4.2% | -10.7% | -10.7% |
| 3M | -13.0% | -5.9% | -7.0% | -6.9% |
| 6M | -4.7% | +2.8% | -7.5% | -6.1% |
| YTD | +42.3% | +16.6% | +25.7% | +24.8% |
| 1Y | +49.7% | +22.1% | +27.6% | +25.5% |
| 3Y | +144.3% | +64.7% | +79.6% | +41.7% |
| 5Y | +86.4% | +76.6% | +9.8% | -5.3% |
| All | +86.4% | +76.7% | +9.7% | -5.3% |
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