+67.7%
ASML vs APD
+15.3%
+52.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.9% | -6.4% | -8.1% |
| 7D | -19.0% | -0.7% | -18.3% | -18.8% |
| 30D | -25.9% | +10.1% | -36.1% | -28.9% |
| 3M | -19.1% | +4.9% | -23.9% | -20.8% |
| 6M | -5.7% | +2.5% | -8.2% | -7.4% |
| YTD | +27.6% | +27.8% | -0.2% | +12.8% |
| 1Y | +30.8% | +32.9% | -2.1% | +12.2% |
| 3Y | +116.2% | +13.4% | +102.9% | +95.7% |
| 5Y | +67.7% | +12.8% | +54.8% | +16.6% |
| All | +67.7% | +15.3% | +52.4% | +16.6% |
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