+1,644.6%
ASML vs APA
+7.4%
+1,637.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.2% | +7.4% | +4.7% |
| 7D | +1.1% | +0.5% | +0.6% | +1.0% |
| 30D | +2.2% | +23.4% | -21.2% | -1.3% |
| 3M | -2.3% | +12.7% | -15.0% | -4.6% |
| 6M | +23.0% | +39.4% | -16.4% | +14.3% |
| YTD | +61.1% | +79.0% | -17.9% | +42.7% |
| 1Y | +129.1% | +88.8% | +40.3% | +99.8% |
| 3Y | +165.4% | +6.4% | +159.0% | +148.1% |
| 5Y | +109.5% | +153.0% | -43.5% | +67.0% |
| All | +1,644.6% | +7.4% | +1,637.2% | +1,267.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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