+140.3%
ASML vs ACGL
+35.7%
+104.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.7% | -6.3% | -2.9% |
| 7D | -10.0% | +8.0% | -18.0% | -8.1% |
| 30D | -19.4% | +17.3% | -36.7% | -16.0% |
| 3M | -12.5% | +11.2% | -23.7% | -9.7% |
| 6M | +8.2% | +18.2% | -10.0% | +13.2% |
| YTD | +40.7% | +15.4% | +25.3% | +46.9% |
| 1Y | +46.1% | +26.5% | +19.6% | +53.2% |
| All | +140.3% | +35.7% | +104.7% | +168.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling