+117.9%
ASML vs ACM
-12.3%
+130.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.2% | -7.2% | -8.5% |
| 7D | -19.0% | +5.1% | -24.1% | -20.5% |
| 30D | -25.9% | +11.5% | -37.4% | -28.9% |
| 3M | -19.1% | -10.5% | -8.6% | -15.9% |
| 6M | -5.7% | -20.4% | +14.6% | +3.4% |
| YTD | +27.6% | -28.9% | +56.4% | +46.7% |
| 1Y | +30.8% | -48.7% | +79.5% | +81.4% |
| All | +117.9% | -12.3% | +130.2% | +103.2% |
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