+133.9%
ASML vs AZO
+20.6%
+113.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.1% |
| 7D | +4.9% | +1.3% | +3.6% | +5.0% |
| 30D | -9.3% | +12.0% | -21.2% | -9.1% |
| 3M | -19.0% | +7.2% | -26.2% | -18.8% |
| 6M | -5.2% | -3.2% | -2.0% | -3.9% |
| YTD | +40.6% | -3.9% | +44.5% | +43.4% |
| 1Y | +47.5% | -14.7% | +62.2% | +50.8% |
| 3Y | +133.9% | +20.4% | +113.5% | +128.5% |
| All | +133.9% | +20.6% | +113.2% | +128.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling