+67.7%
ASML vs AMT
-18.8%
+86.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.4% | -8.9% | -9.3% |
| 7D | -19.0% | +4.4% | -23.4% | -19.5% |
| 30D | -25.9% | +17.7% | -43.7% | -27.6% |
| 3M | -19.1% | +16.7% | -35.7% | -20.8% |
| 6M | -5.7% | +11.1% | -16.9% | -7.6% |
| YTD | +27.6% | +13.9% | +13.7% | +23.9% |
| 1Y | +30.8% | +12.5% | +18.3% | +27.2% |
| 3Y | +116.2% | +13.2% | +103.1% | +92.5% |
| 5Y | +67.7% | -17.9% | +85.5% | +74.5% |
| All | +67.7% | -18.8% | +86.4% | +74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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