+46.1%
ASML vs ACN
+10.1%
+36.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.8% | -7.4% | -2.4% |
| 7D | -10.0% | +8.6% | -18.6% | -7.6% |
| 30D | -19.4% | +36.6% | -56.0% | -11.3% |
| 3M | -12.5% | +56.3% | -68.8% | +0.9% |
| 6M | +8.2% | +49.7% | -41.5% | +30.4% |
| YTD | +40.7% | +1.3% | +39.4% | +75.1% |
| 1Y | +46.1% | +11.9% | +34.2% | +78.7% |
| All | +46.1% | +10.1% | +36.1% | +78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 1y: compounded portfolio wealth divided by compounded ACN 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…
1y analysis · Full analysis span regression · 6 months rolling