+97,349.8%
ASML vs APA
+500.0%
+96,849.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.2% | +7.4% | +4.9% |
| 7D | +1.1% | +0.5% | +0.6% | +0.9% |
| 30D | +2.2% | +23.4% | -21.2% | -2.8% |
| 3M | -2.3% | +12.7% | -15.0% | -5.6% |
| 6M | +23.0% | +39.4% | -16.4% | +11.2% |
| YTD | +61.1% | +79.0% | -17.9% | +36.6% |
| 1Y | +129.1% | +88.8% | +40.3% | +90.2% |
| 3Y | +165.4% | +6.4% | +159.0% | +143.0% |
| 5Y | +109.5% | +153.0% | -43.5% | +49.9% |
| 10Y | +1,645.7% | +7.5% | +1,638.2% | +1,090.7% |
| All | +97,349.8% | +500.0% | +96,849.7% | +47,985.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling