+46.1%
ASML vs APD
+36.4%
+9.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.9% | -5.5% | -3.5% |
| 7D | -10.0% | +3.8% | -13.8% | -9.9% |
| 30D | -19.4% | +14.1% | -33.5% | -19.4% |
| 3M | -12.5% | +8.2% | -20.7% | -12.5% |
| 6M | +8.2% | +7.5% | +0.7% | +7.5% |
| YTD | +40.7% | +31.7% | +9.1% | +41.6% |
| 1Y | +46.1% | +35.1% | +11.1% | +48.2% |
| All | +46.1% | +36.4% | +9.8% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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