+39.3%
ASML vs ACGL
+22.6%
+16.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.0% | +8.0% | +2.4% |
| 7D | -9.0% | +0.9% | -9.9% | -8.1% |
| 30D | -21.0% | +13.7% | -34.7% | -11.3% |
| 3M | -16.3% | +8.0% | -24.3% | -9.6% |
| 6M | -7.5% | +13.3% | -20.8% | +5.7% |
| YTD | +34.0% | +11.8% | +22.1% | +53.9% |
| 1Y | +39.3% | +22.2% | +17.0% | +70.1% |
| All | +39.3% | +22.6% | +16.7% | +70.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling