+47.5%
ASML vs AZO
-15.7%
+63.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.1% |
| 7D | +4.9% | +1.3% | +3.6% | +5.1% |
| 30D | -9.3% | +12.0% | -21.2% | -8.6% |
| 3M | -19.0% | +7.2% | -26.2% | -18.3% |
| 6M | -5.2% | -3.2% | -2.0% | -1.8% |
| YTD | +40.6% | -3.9% | +44.5% | +49.0% |
| 1Y | +47.5% | -14.7% | +62.2% | +54.8% |
| All | +47.5% | -15.7% | +63.2% | +54.8% |
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 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