+46.1%
ASML vs ACM
-46.6%
+92.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.9% | -6.5% | -4.0% |
| 7D | -10.0% | +9.5% | -19.5% | -11.1% |
| 30D | -19.4% | +14.7% | -34.2% | -20.9% |
| 3M | -12.5% | -9.5% | -3.0% | -10.4% |
| 6M | +8.2% | -18.0% | +26.3% | +14.5% |
| YTD | +40.7% | -27.3% | +68.0% | +52.3% |
| 1Y | +46.1% | -47.0% | +93.1% | +63.7% |
| All | +46.1% | -46.6% | +92.7% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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