+233.7%
ASML vs ACHR
-52.6%
+286.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +8.3% | -2.1% | +4.8% |
| 7D | -0.8% | +15.3% | -16.2% | -3.2% |
| 30D | -14.9% | -3.0% | -11.9% | -14.6% |
| 3M | -13.0% | -14.0% | +1.0% | -11.4% |
| 6M | -4.7% | -25.8% | +21.1% | -1.4% |
| YTD | +42.3% | -36.0% | +78.3% | +49.8% |
| 1Y | +49.7% | -41.2% | +90.9% | +59.1% |
| 3Y | +144.3% | -8.6% | +152.8% | +117.1% |
| 5Y | +86.4% | -20.6% | +107.0% | +42.4% |
| All | +233.7% | -52.6% | +286.4% | +168.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 10y: compounded portfolio wealth divided by compounded ACHR 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…
10y analysis · Full analysis span regression · 6 months rolling