+46.6%
ASML vs APA
+89.4%
-42.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.2% | +6.4% | +6.2% |
| 7D | -0.8% | -8.7% | +7.9% | -3.2% |
| 30D | -14.9% | -2.4% | -12.5% | -15.1% |
| 3M | -13.0% | +19.0% | -32.0% | -7.5% |
| 6M | -4.7% | +26.8% | -31.5% | +4.0% |
| YTD | +42.3% | +87.3% | -45.0% | +60.7% |
| All | +46.6% | +89.4% | -42.9% | +65.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling