+140.3%
ASML vs ACI
-30.9%
+171.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.5% | -7.1% | -2.9% |
| 7D | -10.0% | +4.5% | -14.5% | -9.1% |
| 30D | -19.4% | +20.9% | -40.3% | -16.5% |
| 3M | -12.5% | +15.2% | -27.7% | -9.8% |
| 6M | +8.2% | -13.3% | +21.5% | +8.4% |
| YTD | +40.7% | -16.2% | +56.9% | +40.4% |
| 1Y | +46.1% | -16.9% | +63.0% | +45.8% |
| All | +140.3% | -30.9% | +171.3% | +143.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling