+7,853.3%
ASML vs ACWI
+356.8%
+7,496.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +1.1% | +0.5% | +0.6% | +0.4% |
| 30D | +2.2% | +0.9% | +1.3% | +1.0% |
| 3M | -2.3% | +2.4% | -4.7% | -4.4% |
| 6M | +23.0% | +12.4% | +10.6% | +7.7% |
| YTD | +61.1% | +15.2% | +45.9% | +37.3% |
| 1Y | +129.1% | +22.7% | +106.4% | +80.9% |
| 3Y | +165.4% | +75.8% | +89.6% | +37.9% |
| 5Y | +109.5% | +67.7% | +41.7% | +22.1% |
| 10Y | +1,645.7% | +229.0% | +1,416.7% | +400.7% |
| All | +7,853.3% | +356.8% | +7,496.5% | +1,590.6% |
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 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