+199.2%
ASML vs ACHR
-61.9%
+261.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -6.1% | -3.3% | -8.3% |
| 7D | -19.0% | -11.6% | -7.4% | -17.2% |
| 30D | -25.9% | -16.8% | -9.2% | -23.6% |
| 3M | -19.1% | -25.6% | +6.5% | -15.5% |
| 6M | -5.7% | -33.7% | +28.0% | -0.4% |
| YTD | +27.6% | -48.5% | +76.1% | +39.5% |
| 1Y | +30.8% | -59.6% | +90.3% | +47.8% |
| 3Y | +116.2% | -29.3% | +145.5% | +100.9% |
| 5Y | +67.7% | -38.5% | +106.1% | +33.8% |
| All | +199.2% | -61.9% | +261.1% | +149.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling