+108.6%
ASML vs AZO
+95.0%
+13.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +4.1% |
| 7D | +1.1% | +0.7% | +0.4% | +0.9% |
| 30D | +2.2% | -2.7% | +4.9% | +2.8% |
| 3M | -2.3% | -3.2% | +0.9% | -2.3% |
| 6M | +23.0% | -19.7% | +42.7% | +29.8% |
| YTD | +61.1% | -12.0% | +73.1% | +65.3% |
| 1Y | +129.1% | -29.5% | +158.6% | +150.2% |
| 3Y | +165.4% | +17.3% | +148.0% | +131.4% |
| All | +108.6% | +95.0% | +13.6% | +31.6% |
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