+46.0%
ASML vs AMRZ
-13.9%
+59.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.3% |
| 7D | -2.9% | +0.2% | -3.1% | -2.9% |
| 30D | -15.2% | +16.2% | -31.4% | -20.1% |
| 3M | -12.9% | -8.9% | -4.0% | -9.8% |
| 6M | -5.0% | -20.1% | +15.1% | +2.3% |
| YTD | +41.8% | -21.3% | +63.1% | +53.7% |
| 1Y | +46.0% | -12.6% | +58.7% | +58.1% |
| All | +46.0% | -13.9% | +59.9% | +58.1% |
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