+67.7%
ASML vs ACN
-21.5%
+89.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.3% | -9.7% | -9.4% |
| 7D | -19.0% | +7.3% | -26.3% | -20.7% |
| 30D | -25.9% | +38.2% | -64.1% | -32.9% |
| 3M | -19.1% | +56.6% | -75.6% | -30.7% |
| 6M | -5.7% | +51.1% | -56.8% | -20.1% |
| YTD | +27.6% | +1.7% | +25.9% | +34.2% |
| 1Y | +30.8% | +10.1% | +20.7% | +29.4% |
| 3Y | +116.2% | -10.3% | +126.5% | +130.4% |
| 5Y | +67.7% | -21.4% | +89.1% | +80.6% |
| All | +67.7% | -21.5% | +89.2% | +80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling