+1,553.7%
ASML vs ACGL
+329.3%
+1,224.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | -2.9% | +1.3% | -4.1% | -3.3% |
| 30D | -15.2% | +14.2% | -29.4% | -18.8% |
| 3M | -12.9% | +11.1% | -24.0% | -16.1% |
| 6M | -5.0% | +16.4% | -21.4% | -10.8% |
| YTD | +41.8% | +13.8% | +28.0% | +33.4% |
| 1Y | +46.0% | +21.6% | +24.5% | +34.0% |
| 3Y | +133.5% | +33.5% | +99.9% | +98.4% |
| 5Y | +93.0% | +174.8% | -81.8% | +14.9% |
| All | +1,553.7% | +329.3% | +1,224.3% | +690.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling