+37,097.5%
ASML vs ACGL
+5,010.0%
+32,087.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.7% | -6.3% | -4.4% |
| 7D | -10.0% | +8.0% | -18.0% | -12.2% |
| 30D | -19.4% | +17.3% | -36.7% | -23.4% |
| 3M | -12.5% | +11.2% | -23.7% | -15.6% |
| 6M | +8.2% | +18.2% | -10.0% | +1.5% |
| YTD | +40.7% | +15.4% | +25.3% | +32.3% |
| 1Y | +46.1% | +26.5% | +19.6% | +33.4% |
| 3Y | +138.5% | +36.1% | +102.4% | +106.9% |
| 5Y | +84.2% | +175.9% | -91.8% | +25.0% |
| 10Y | +1,505.1% | +352.4% | +1,152.7% | +806.6% |
| All | +37,097.5% | +5,010.0% | +32,087.5% | +12,704.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling