+1,644.6%
ASML vs APD
+164.4%
+1,480.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.1% | +4.7% |
| 7D | +1.1% | -2.2% | +3.3% | +2.3% |
| 30D | +2.2% | +2.1% | +0.1% | +1.0% |
| 3M | -2.3% | +7.2% | -9.5% | -6.5% |
| 6M | +23.0% | +11.2% | +11.7% | +14.9% |
| YTD | +61.1% | +24.4% | +36.7% | +41.0% |
| 1Y | +129.1% | +6.7% | +122.4% | +115.8% |
| 3Y | +165.4% | +9.2% | +156.1% | +135.9% |
| 5Y | +109.5% | +27.4% | +82.1% | +66.1% |
| All | +1,644.6% | +164.4% | +1,480.2% | +683.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling