+803.3%
APP vs ASML
+118.1%
+685.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -9.3% | +40.4% | +34.6% |
| 7D | +39.7% | -19.0% | +58.7% | +50.9% |
| 30D | +27.7% | -25.9% | +53.7% | +43.2% |
| 3M | -14.8% | -19.1% | +4.3% | -9.2% |
| 6M | -25.5% | -5.7% | -19.8% | -30.3% |
| YTD | -47.2% | +27.6% | -74.7% | -59.6% |
| 1Y | -42.3% | +30.8% | -73.1% | -56.6% |
| All | +803.3% | +118.1% | +685.2% | +275.1% |
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