+46.1%
ASML vs AMRZ
-11.5%
+57.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +5.2% | -8.8% | -5.4% |
| 7D | -10.0% | +10.3% | -20.3% | -13.4% |
| 30D | -19.4% | +18.7% | -38.1% | -24.7% |
| 3M | -12.5% | -14.6% | +2.2% | -7.1% |
| 6M | +8.2% | -12.9% | +21.1% | +12.1% |
| YTD | +40.7% | -17.4% | +58.1% | +49.9% |
| 1Y | +46.1% | -12.3% | +58.5% | +54.1% |
| All | +46.1% | -11.5% | +57.7% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 1y: compounded portfolio wealth divided by compounded AMRZ 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…
1y analysis · Full analysis span regression · 6 months rolling