+400.2%
ASML vs ACI
+25.9%
+374.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.2% |
| 7D | +1.1% | +0.2% | +0.9% | +1.1% |
| 30D | +2.2% | +5.9% | -3.7% | +2.1% |
| 3M | -2.3% | -19.8% | +17.5% | -1.7% |
| 6M | +23.0% | -24.7% | +47.7% | +23.9% |
| YTD | +61.1% | -24.4% | +85.4% | +62.0% |
| 1Y | +129.1% | -31.5% | +160.6% | +132.1% |
| 3Y | +165.4% | -38.7% | +204.0% | +170.4% |
| 5Y | +109.5% | -42.8% | +152.3% | +111.3% |
| All | +400.2% | +25.9% | +374.3% | +355.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling