+1,505.1%
ASML vs ACWI
+235.6%
+1,269.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.7% | -5.3% | -6.4% |
| 7D | -10.0% | -0.5% | -9.6% | -9.3% |
| 30D | -19.4% | -1.6% | -17.8% | -17.1% |
| 3M | -12.5% | -1.3% | -11.1% | -10.4% |
| 6M | +8.2% | +5.8% | +2.4% | +0.3% |
| YTD | +40.7% | +12.7% | +28.0% | +19.1% |
| 1Y | +46.1% | +15.0% | +31.1% | +20.0% |
| 3Y | +138.5% | +77.5% | +60.9% | +2.7% |
| 5Y | +84.2% | +61.9% | +22.3% | -4.4% |
| 10Y | +1,505.1% | +236.1% | +1,269.0% | +242.0% |
| All | +1,505.1% | +235.6% | +1,269.6% | +242.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling