-5.7%
ASML vs APD
+4.3%
-10.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.9% | -6.4% | -9.2% |
| 7D | -19.0% | -0.7% | -18.3% | -18.8% |
| 30D | -25.9% | +10.1% | -36.1% | -26.1% |
| 3M | -19.1% | +4.9% | -23.9% | -19.1% |
| 6M | -5.7% | +2.5% | -8.2% | -6.2% |
| All | -5.7% | +4.3% | -10.0% | -6.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling