+6,131.0%
ASML vs ACM
+240.6%
+5,890.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.9% | -6.5% | -4.9% |
| 7D | -10.0% | +9.5% | -19.5% | -13.7% |
| 30D | -19.4% | +14.7% | -34.2% | -24.3% |
| 3M | -12.5% | -9.5% | -3.0% | -10.0% |
| 6M | +8.2% | -18.0% | +26.3% | +15.3% |
| YTD | +40.7% | -27.3% | +68.0% | +57.1% |
| 1Y | +46.1% | -47.0% | +93.1% | +87.1% |
| 3Y | +138.5% | -10.6% | +149.1% | +140.6% |
| 5Y | +84.2% | +5.3% | +78.9% | +74.6% |
| 10Y | +1,505.1% | +167.0% | +1,338.2% | +863.6% |
| All | +6,131.0% | +240.6% | +5,890.4% | +2,958.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling