+67.7%
ASML vs ACGL
+174.7%
-107.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.1% | -9.2% | -9.3% |
| 7D | -19.0% | +6.4% | -25.4% | -19.4% |
| 30D | -25.9% | +16.6% | -42.5% | -26.8% |
| 3M | -19.1% | +11.6% | -30.6% | -19.8% |
| 6M | -5.7% | +17.5% | -23.2% | -7.6% |
| YTD | +27.6% | +15.3% | +12.3% | +25.1% |
| 1Y | +30.8% | +26.3% | +4.5% | +25.6% |
| 3Y | +116.2% | +35.9% | +80.3% | +96.0% |
| 5Y | +67.7% | +168.2% | -100.5% | +0.8% |
| All | +67.7% | +174.7% | -107.0% | +0.8% |
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