+121.9%
ASML vs AMRZ
-13.6%
+135.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.3% |
| 7D | +1.1% | -1.9% | +3.0% | +1.8% |
| 30D | +2.2% | -16.9% | +19.1% | +8.8% |
| 3M | -2.3% | -19.2% | +16.9% | +4.5% |
| 6M | +23.0% | -29.3% | +52.3% | +36.8% |
| YTD | +61.1% | -18.0% | +79.0% | +71.8% |
| 1Y | +129.1% | -15.1% | +144.2% | +140.6% |
| All | +121.9% | -13.6% | +135.6% | +132.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling