+97,349.8%
ASML vs AME
+11,562.5%
+85,787.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.7% | +3.2% |
| 7D | +1.1% | +0.6% | +0.5% | +0.7% |
| 30D | +2.2% | -6.7% | +8.9% | +6.8% |
| 3M | -2.3% | +4.1% | -6.4% | -4.3% |
| 6M | +23.0% | +1.6% | +21.4% | +23.0% |
| YTD | +61.1% | +16.1% | +44.9% | +48.2% |
| 1Y | +129.1% | +27.3% | +101.8% | +98.4% |
| 3Y | +165.4% | +50.9% | +114.5% | +105.8% |
| 5Y | +109.5% | +81.4% | +28.1% | +47.9% |
| 10Y | +1,645.7% | +417.0% | +1,228.8% | +546.5% |
| All | +97,349.8% | +11,562.5% | +85,787.3% | +8,623.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling