+653.5%
APP vs ASML
+164.3%
+489.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.2% | -1.9% | +0.3% |
| 7D | +0.9% | +1.1% | -0.2% | +0.4% |
| 30D | -23.3% | +2.2% | -25.5% | -24.4% |
| 3M | -42.6% | -2.3% | -40.3% | -43.7% |
| 6M | -33.6% | +23.0% | -56.6% | -44.5% |
| YTD | -52.4% | +61.1% | -113.5% | -66.4% |
| 1Y | -35.9% | +129.1% | -165.0% | -64.4% |
| All | +653.5% | +164.3% | +489.2% | +236.2% |
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 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