+116.2%
ASML vs AZO
-31.1%
+147.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -2.1% |
| 7D | +2.8% | -0.8% | +3.6% | +2.7% |
| 30D | -0.2% | -5.1% | +4.9% | -0.6% |
| 3M | -2.6% | -7.2% | +4.6% | -2.3% |
| 6M | +27.9% | -20.7% | +48.6% | +30.0% |
| YTD | +62.4% | -14.2% | +76.6% | +69.5% |
| 1Y | +116.2% | -32.2% | +148.4% | +106.3% |
| All | +116.2% | -31.1% | +147.3% | +106.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling