+75.8%
ASML vs AMRZ
-15.9%
+91.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.4% | -5.9% | -8.3% |
| 7D | -19.0% | +2.5% | -21.5% | -19.7% |
| 30D | -25.9% | +14.4% | -40.3% | -29.3% |
| 3M | -19.1% | -19.2% | +0.1% | -13.2% |
| 6M | -5.7% | -19.7% | +14.0% | +0.6% |
| YTD | +27.6% | -20.2% | +47.7% | +37.1% |
| 1Y | +30.8% | -15.1% | +45.8% | +39.2% |
| All | +75.8% | -15.9% | +91.7% | +85.4% |
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