+164.9%
ASML vs ACM
-21.7%
+186.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.5% | +4.3% |
| 7D | +1.1% | -3.7% | +4.8% | +2.6% |
| 30D | +2.2% | -11.1% | +13.3% | +6.7% |
| 3M | -2.3% | -8.0% | +5.7% | -0.1% |
| 6M | +23.0% | -29.7% | +52.6% | +44.2% |
| YTD | +61.1% | -29.4% | +90.4% | +86.2% |
| 1Y | +129.1% | -46.4% | +175.5% | +208.2% |
| All | +164.9% | -21.7% | +186.6% | +156.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling