+7,031.9%
ASML vs ACM
+230.8%
+6,801.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.5% | +4.3% |
| 7D | +1.1% | -3.7% | +4.8% | +2.8% |
| 30D | +2.2% | -11.1% | +13.3% | +6.5% |
| 3M | -2.3% | -8.0% | +5.7% | -0.2% |
| 6M | +23.0% | -29.7% | +52.6% | +41.1% |
| YTD | +61.1% | -29.4% | +90.4% | +83.1% |
| 1Y | +129.1% | -46.4% | +175.5% | +193.4% |
| 3Y | +165.4% | -22.3% | +187.7% | +186.2% |
| 5Y | +109.5% | +4.5% | +105.0% | +99.9% |
| 10Y | +1,645.7% | +127.6% | +1,518.1% | +1,024.9% |
| All | +7,031.9% | +230.8% | +6,801.1% | +3,465.0% |
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