+1,559.3%
ASML vs ACM
+131.3%
+1,428.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.3% |
| 7D | +10.4% | +5.1% | +5.3% | +7.7% |
| 30D | -12.7% | +18.7% | -31.4% | -20.0% |
| 3M | -17.2% | +15.5% | -32.6% | -23.7% |
| 6M | -1.3% | +1.2% | -2.5% | -4.3% |
| YTD | +40.8% | -25.2% | +66.0% | +58.5% |
| 1Y | +45.2% | -46.3% | +91.5% | +94.6% |
| 3Y | +131.8% | -9.6% | +141.4% | +130.5% |
| 5Y | +84.0% | +4.4% | +79.6% | +70.7% |
| All | +1,559.3% | +131.3% | +1,428.0% | +918.7% |
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 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