-12.5%
ASML vs APA
+24.5%
-37.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.9% | +3.3% | -3.9% |
| 7D | -10.0% | -13.0% | +2.9% | -10.6% |
| 30D | -19.4% | +2.0% | -21.4% | -18.4% |
| 3M | -12.5% | +24.9% | -37.4% | -11.0% |
| All | -12.5% | +24.5% | -37.0% | -11.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling