+1,559.3%
ASML vs APA
+7.0%
+1,552.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.0% | -4.4% | -2.7% |
| 7D | +10.4% | +9.6% | +0.7% | +8.8% |
| 30D | -12.7% | -0.2% | -12.5% | -12.8% |
| 3M | -17.2% | +19.8% | -37.0% | -19.8% |
| 6M | -1.3% | +30.1% | -31.4% | -6.2% |
| YTD | +40.8% | +100.4% | -59.6% | +22.1% |
| 1Y | +45.2% | +105.2% | -60.0% | +25.2% |
| 3Y | +131.8% | +44.6% | +87.2% | +105.8% |
| 5Y | +84.0% | +88.8% | -4.8% | +53.1% |
| All | +1,559.3% | +7.0% | +1,552.3% | +1,172.8% |
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