+6,200.2%
ASML vs ACWI
+330.1%
+5,870.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.8% | -5.5% | -4.3% |
| 7D | -19.0% | -4.0% | -15.0% | -14.3% |
| 30D | -25.9% | -5.8% | -20.1% | -19.5% |
| 3M | -19.1% | -5.0% | -14.0% | -13.0% |
| 6M | -5.7% | +0.7% | -6.4% | -4.9% |
| YTD | +27.6% | +8.4% | +19.2% | +18.3% |
| 1Y | +30.8% | +10.1% | +20.7% | +19.1% |
| 3Y | +116.2% | +70.8% | +45.5% | +17.3% |
| 5Y | +67.7% | +55.4% | +12.3% | +8.1% |
| 10Y | +1,355.3% | +223.3% | +1,132.0% | +332.8% |
| All | +6,200.2% | +330.1% | +5,870.1% | +1,356.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling