+589.4%
APP vs ASML
+140.6%
+448.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -3.6% | +14.3% | +12.3% |
| 7D | +4.5% | -10.0% | +14.5% | +9.6% |
| 30D | -3.6% | -19.4% | +15.8% | +5.8% |
| 3M | -35.3% | -12.5% | -22.8% | -32.2% |
| 6M | -42.8% | +8.2% | -51.0% | -49.1% |
| YTD | -59.7% | +40.7% | -100.4% | -70.0% |
| 1Y | -55.4% | +46.1% | -101.5% | -67.6% |
| All | +589.4% | +140.6% | +448.8% | +178.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling