+85,040.9%
ASML vs APD
+2,751.7%
+82,289.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.9% | -5.5% | -4.6% |
| 7D | -10.0% | +3.8% | -13.8% | -11.9% |
| 30D | -19.4% | +14.1% | -33.5% | -25.2% |
| 3M | -12.5% | +8.2% | -20.7% | -16.5% |
| 6M | +8.2% | +7.5% | +0.7% | +2.8% |
| YTD | +40.7% | +31.7% | +9.1% | +19.0% |
| 1Y | +46.1% | +35.1% | +11.1% | +20.4% |
| 3Y | +138.5% | +16.8% | +121.7% | +103.0% |
| 5Y | +84.2% | +19.4% | +64.8% | +55.0% |
| 10Y | +1,505.1% | +203.5% | +1,301.6% | +683.6% |
| All | +85,040.9% | +2,751.7% | +82,289.2% | +17,834.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling