+75.5%
ASML vs APA
+71.7%
+3.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.6% | +2.4% | +4.6% |
| 7D | -9.0% | -15.5% | +6.5% | -6.5% |
| 30D | -21.0% | +2.4% | -23.3% | -21.4% |
| 3M | -16.3% | +22.8% | -39.1% | -19.6% |
| 6M | -7.5% | +17.9% | -25.5% | -11.1% |
| YTD | +34.0% | +87.7% | -53.7% | +13.3% |
| 1Y | +39.3% | +94.2% | -54.9% | +16.4% |
| 3Y | +128.9% | +27.2% | +101.6% | +102.2% |
| All | +75.5% | +71.7% | +3.8% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling