+117.9%
ASML vs ACGL
+35.5%
+82.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.1% | -9.2% | -9.4% |
| 7D | -19.0% | +6.4% | -25.4% | -17.6% |
| 30D | -25.9% | +16.6% | -42.5% | -22.9% |
| 3M | -19.1% | +11.6% | -30.6% | -16.4% |
| 6M | -5.7% | +17.5% | -23.2% | -1.5% |
| YTD | +27.6% | +15.3% | +12.3% | +33.2% |
| 1Y | +30.8% | +26.3% | +4.5% | +37.0% |
| All | +117.9% | +35.5% | +82.4% | +143.7% |
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