+108.6%
ASML vs ACGL
+161.8%
-53.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.7% | +5.9% | +4.3% |
| 7D | +1.1% | -0.7% | +1.9% | +1.2% |
| 30D | +2.2% | -1.0% | +3.2% | +2.3% |
| 3M | -2.3% | +11.0% | -13.3% | -4.4% |
| 6M | +23.0% | -0.3% | +23.3% | +22.5% |
| YTD | +61.1% | +2.3% | +58.8% | +59.3% |
| 1Y | +129.1% | +6.4% | +122.7% | +124.0% |
| 3Y | +165.4% | +34.0% | +131.4% | +130.5% |
| All | +108.6% | +161.8% | -53.2% | +21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling