+108.6%
ASML vs ACM
+5.0%
+103.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.5% | +4.4% |
| 7D | +1.1% | -3.7% | +4.8% | +3.3% |
| 30D | +2.2% | -11.1% | +13.3% | +8.0% |
| 3M | -2.3% | -8.0% | +5.7% | +0.4% |
| 6M | +23.0% | -29.7% | +52.6% | +49.7% |
| YTD | +61.1% | -29.4% | +90.4% | +92.6% |
| 1Y | +129.1% | -46.4% | +175.5% | +229.4% |
| 3Y | +165.4% | -22.3% | +187.7% | +177.4% |
| All | +108.6% | +5.0% | +103.6% | +72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling