+30.8%
ASML vs ACM
-48.3%
+79.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.2% | -7.2% | -9.0% |
| 7D | -19.0% | +5.1% | -24.1% | -19.5% |
| 30D | -25.9% | +11.5% | -37.4% | -27.0% |
| 3M | -19.1% | -10.5% | -8.6% | -17.1% |
| 6M | -5.7% | -20.4% | +14.6% | +0.2% |
| YTD | +27.6% | -28.9% | +56.4% | +38.5% |
| 1Y | +30.8% | -48.7% | +79.5% | +45.2% |
| All | +30.8% | -48.3% | +79.1% | +45.2% |
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