+164.9%
ASML vs APD
+9.1%
+155.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.1% | +4.3% |
| 7D | +1.1% | -2.2% | +3.3% | +1.5% |
| 30D | +2.2% | +2.1% | +0.1% | +1.8% |
| 3M | -2.3% | +7.2% | -9.5% | -3.9% |
| 6M | +23.0% | +11.2% | +11.7% | +20.0% |
| YTD | +61.1% | +24.4% | +36.7% | +53.4% |
| 1Y | +129.1% | +6.7% | +122.4% | +125.5% |
| All | +164.9% | +9.1% | +155.8% | +158.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling