+1,504.8%
ASML vs ACM
+147.1%
+1,357.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.2% | +1.0% | +3.7% |
| 7D | -0.8% | +6.9% | -7.7% | -3.9% |
| 30D | -14.9% | +19.1% | -33.9% | -21.9% |
| 3M | -13.0% | -6.9% | -6.0% | -11.2% |
| 6M | -4.7% | -12.0% | +7.3% | -0.9% |
| YTD | +42.3% | -25.1% | +67.4% | +59.6% |
| 1Y | +49.7% | -45.4% | +95.1% | +97.2% |
| 3Y | +144.3% | -6.9% | +151.2% | +139.9% |
| 5Y | +86.4% | +3.7% | +82.6% | +74.3% |
| 10Y | +1,504.8% | +135.8% | +1,369.1% | +925.9% |
| All | +1,504.8% | +147.1% | +1,357.7% | +925.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling