+108.6%
ASML vs APD
+27.6%
+81.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.1% | +4.6% |
| 7D | +1.1% | -2.2% | +3.3% | +2.1% |
| 30D | +2.2% | +2.1% | +0.1% | +1.2% |
| 3M | -2.3% | +7.2% | -9.5% | -5.8% |
| 6M | +23.0% | +11.2% | +11.7% | +16.2% |
| YTD | +61.1% | +24.4% | +36.7% | +44.1% |
| 1Y | +129.1% | +6.7% | +122.4% | +119.0% |
| 3Y | +165.4% | +9.2% | +156.1% | +144.5% |
| All | +108.6% | +27.6% | +81.0% | +42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling