+9,200.6%
ASML vs AMT
+1,473.8%
+7,726.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.4% | -8.9% | -9.2% |
| 7D | -19.0% | +4.4% | -23.4% | -20.3% |
| 30D | -25.9% | +17.7% | -43.7% | -30.2% |
| 3M | -19.1% | +16.7% | -35.7% | -23.6% |
| 6M | -5.7% | +11.1% | -16.9% | -10.7% |
| YTD | +27.6% | +13.9% | +13.7% | +19.1% |
| 1Y | +30.8% | +12.5% | +18.3% | +22.4% |
| 3Y | +116.2% | +13.2% | +103.1% | +93.6% |
| 5Y | +67.7% | -17.9% | +85.5% | +67.1% |
| 10Y | +1,355.3% | +122.8% | +1,232.5% | +901.4% |
| All | +9,200.6% | +1,473.8% | +7,726.8% | +2,692.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling