+1,395.4%
ASML vs ACM
+155.0%
+1,240.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.0% | +5.0% |
| 7D | -9.0% | +5.4% | -14.4% | -11.3% |
| 30D | -21.0% | +15.1% | -36.1% | -26.2% |
| 3M | -16.3% | -10.5% | -5.8% | -13.1% |
| 6M | -7.5% | -19.7% | +12.2% | +0.5% |
| YTD | +34.0% | -28.8% | +62.8% | +53.5% |
| 1Y | +39.3% | -47.9% | +87.2% | +86.4% |
| 3Y | +128.9% | -12.4% | +141.2% | +131.6% |
| 5Y | +76.1% | +0.6% | +75.5% | +67.8% |
| All | +1,395.4% | +155.0% | +1,240.4% | +912.0% |
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