+316.8%
APP vs ASML
+148.5%
+168.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -3.6% | +14.3% | +12.9% |
| 7D | +4.5% | -10.0% | +14.5% | +11.5% |
| 30D | -3.6% | -19.4% | +15.8% | +9.7% |
| 3M | -35.3% | -12.5% | -22.8% | -31.1% |
| 6M | -42.8% | +8.2% | -51.0% | -50.6% |
| YTD | -59.7% | +40.7% | -100.4% | -72.0% |
| 1Y | -55.4% | +46.1% | -101.5% | -69.9% |
| 3Y | +592.0% | +138.5% | +453.5% | +187.7% |
| 5Y | +175.7% | +84.2% | +91.6% | +33.0% |
| All | +316.8% | +148.5% | +168.3% | +74.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling