+96.1%
ASML vs AMRZ
-15.6%
+111.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.3% | +3.9% | +5.5% |
| 7D | -0.8% | -1.1% | +0.3% | -0.5% |
| 30D | -14.9% | +18.3% | -33.2% | -19.7% |
| 3M | -13.0% | -8.0% | -5.0% | -10.6% |
| 6M | -4.7% | -18.7% | +14.0% | +1.1% |
| YTD | +42.3% | -19.8% | +62.2% | +52.8% |
| 1Y | +49.7% | -12.3% | +62.0% | +58.4% |
| All | +96.1% | -15.6% | +111.7% | +106.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling