+446.2%
APP vs ASML
+125.3%
+320.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -9.3% | +40.4% | +36.4% |
| 7D | +39.7% | -19.0% | +58.7% | +55.9% |
| 30D | +27.7% | -25.9% | +53.7% | +50.1% |
| 3M | -14.8% | -19.1% | +4.3% | -6.8% |
| 6M | -25.5% | -5.7% | -19.8% | -31.0% |
| YTD | -47.2% | +27.6% | -74.7% | -61.9% |
| 1Y | -42.3% | +30.8% | -73.1% | -59.1% |
| 3Y | +806.8% | +116.2% | +690.6% | +292.5% |
| 5Y | +261.6% | +67.7% | +194.0% | +81.2% |
| All | +446.2% | +125.3% | +320.9% | +138.2% |
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