+84.6%
ASML vs AMRZ
-17.5%
+102.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.8% | +6.8% | +5.6% |
| 7D | -9.0% | +1.2% | -10.2% | -9.5% |
| 30D | -21.0% | +15.1% | -36.0% | -24.8% |
| 3M | -16.3% | -18.1% | +1.8% | -10.8% |
| 6M | -7.5% | -23.5% | +15.9% | +0.4% |
| YTD | +34.0% | -21.6% | +55.6% | +44.8% |
| 1Y | +39.3% | -14.7% | +54.0% | +48.5% |
| All | +84.6% | -17.5% | +102.1% | +95.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling