+129.1%
ASML vs ACI
-32.3%
+161.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.1% |
| 7D | +1.1% | +0.2% | +0.9% | +1.2% |
| 30D | +2.2% | +5.9% | -3.7% | +3.6% |
| 3M | -2.3% | -19.8% | +17.5% | -6.1% |
| 6M | +23.0% | -24.7% | +47.7% | +16.3% |
| YTD | +61.1% | -24.4% | +85.4% | +52.8% |
| 1Y | +129.1% | -31.5% | +160.6% | +112.8% |
| All | +129.1% | -32.3% | +161.5% | +112.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling