+30.8%
ASML vs APD
+31.1%
-0.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.9% | -6.4% | -9.3% |
| 7D | -19.0% | -0.7% | -18.3% | -19.0% |
| 30D | -25.9% | +10.1% | -36.1% | -25.9% |
| 3M | -19.1% | +4.9% | -23.9% | -19.0% |
| 6M | -5.7% | +2.5% | -8.2% | -6.4% |
| YTD | +27.6% | +27.8% | -0.2% | +28.3% |
| 1Y | +30.8% | +32.9% | -2.1% | +32.7% |
| All | +30.8% | +31.1% | -0.3% | +32.7% |
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