+1,395.4%
ASML vs ACWI
+219.0%
+1,176.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.1% | +5.1% |
| 7D | -9.0% | -2.4% | -6.7% | -5.2% |
| 30D | -21.0% | -5.2% | -15.8% | -13.3% |
| 3M | -16.3% | -4.8% | -11.5% | -8.8% |
| 6M | -7.5% | -1.3% | -6.2% | -3.8% |
| YTD | +34.0% | +8.4% | +25.6% | +21.4% |
| 1Y | +39.3% | +11.0% | +28.3% | +21.6% |
| 3Y | +128.9% | +70.6% | +58.3% | +5.5% |
| 5Y | +76.1% | +55.3% | +20.8% | -1.9% |
| All | +1,395.4% | +219.0% | +1,176.4% | +249.6% |
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