+500.0%
APP vs ASML
+136.6%
+363.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +5.0% | +4.8% | +6.9% |
| 7D | +71.2% | -9.0% | +80.2% | +78.0% |
| 30D | +39.1% | -21.0% | +60.0% | +57.5% |
| 3M | +16.5% | -16.3% | +32.8% | +25.6% |
| 6M | -16.6% | -7.5% | -9.0% | -20.7% |
| YTD | -41.9% | +34.0% | -75.9% | -59.2% |
| 1Y | -37.0% | +39.3% | -76.3% | -57.1% |
| 3Y | +892.4% | +128.9% | +763.6% | +315.5% |
| 5Y | +297.3% | +76.1% | +221.2% | +93.8% |
| All | +500.0% | +136.6% | +363.4% | +154.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ASML.
Daily Out/Under-Performance
Portfolio return minus ASML return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASML 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 ASML 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