+117.9%
ASML vs ACWI
+70.4%
+47.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.8% | -5.5% | -1.7% |
| 7D | -19.0% | -4.0% | -15.0% | -11.9% |
| 30D | -25.9% | -5.8% | -20.1% | -16.1% |
| 3M | -19.1% | -5.0% | -14.0% | -9.9% |
| 6M | -5.7% | +0.7% | -6.4% | -5.1% |
| YTD | +27.6% | +8.4% | +19.2% | +12.8% |
| 1Y | +30.8% | +10.1% | +20.7% | +12.5% |
| All | +117.9% | +70.4% | +47.5% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling