+128.9%
ASML vs ACN
-11.6%
+140.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.8% | +6.8% | +4.9% |
| 7D | -9.0% | +0.9% | -9.9% | -8.9% |
| 30D | -21.0% | +33.5% | -54.5% | -19.8% |
| 3M | -16.3% | +53.5% | -69.8% | -14.9% |
| 6M | -7.5% | +52.2% | -59.8% | -4.3% |
| YTD | +34.0% | -0.1% | +34.1% | +54.8% |
| 1Y | +39.3% | +11.0% | +28.2% | +54.5% |
| 3Y | +128.9% | -11.8% | +140.6% | +145.5% |
| All | +128.9% | -11.6% | +140.4% | +145.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling