+7,910.0%
ASML vs ACN
+2,476.0%
+5,434.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.8% | -7.4% | -5.6% |
| 7D | -10.0% | +8.6% | -18.6% | -14.1% |
| 30D | -19.4% | +36.6% | -56.0% | -32.6% |
| 3M | -12.5% | +56.3% | -68.8% | -33.8% |
| 6M | +8.2% | +49.7% | -41.5% | -21.3% |
| YTD | +40.7% | +1.3% | +39.4% | +24.9% |
| 1Y | +46.1% | +11.9% | +34.2% | +21.6% |
| 3Y | +138.5% | -10.6% | +149.1% | +119.4% |
| 5Y | +84.2% | -21.3% | +105.5% | +85.5% |
| 10Y | +1,505.1% | +166.2% | +1,338.9% | +707.7% |
| All | +7,910.0% | +2,476.0% | +5,434.0% | +851.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling