+108.6%
ASML vs ACN
-40.9%
+149.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.3% | +7.5% | +5.3% |
| 7D | +1.1% | -1.5% | +2.6% | +1.5% |
| 30D | +2.2% | +9.4% | -7.2% | -1.5% |
| 3M | -2.3% | +5.6% | -7.9% | -5.7% |
| 6M | +23.0% | -9.3% | +32.2% | +26.7% |
| YTD | +61.1% | -29.0% | +90.0% | +91.2% |
| 1Y | +129.1% | -24.7% | +153.8% | +157.9% |
| 3Y | +165.4% | -39.8% | +205.2% | +231.5% |
| All | +108.6% | -40.9% | +149.5% | +133.3% |
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