+1,559.3%
ASML vs AZO
+333.0%
+1,226.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.9% | -2.6% |
| 7D | +10.4% | -1.7% | +12.1% | +10.8% |
| 30D | -12.7% | +12.4% | -25.1% | -15.9% |
| 3M | -17.2% | +6.8% | -24.0% | -19.2% |
| 6M | -1.3% | -4.6% | +3.3% | -1.2% |
| YTD | +40.8% | -4.1% | +44.9% | +40.4% |
| 1Y | +45.2% | -14.2% | +59.4% | +49.8% |
| 3Y | +131.8% | +20.3% | +111.5% | +106.4% |
| 5Y | +84.0% | +72.4% | +11.6% | +40.8% |
| All | +1,559.3% | +333.0% | +1,226.2% | +891.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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