+75.5%
ASML vs AZO
+76.1%
-0.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.8% | +7.8% | +5.5% |
| 7D | -9.0% | +1.5% | -10.5% | -9.4% |
| 30D | -21.0% | +13.0% | -34.0% | -23.1% |
| 3M | -16.3% | +4.8% | -21.1% | -17.4% |
| 6M | -7.5% | -9.2% | +1.7% | -5.5% |
| YTD | +34.0% | -5.2% | +39.2% | +34.9% |
| 1Y | +39.3% | -12.4% | +51.7% | +43.1% |
| 3Y | +128.9% | +23.4% | +105.4% | +98.9% |
| All | +75.5% | +76.1% | -0.6% | +19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling