+1,644.6%
ASML vs APH
+1,060.9%
+583.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +3.4% |
| 7D | +1.1% | +5.0% | -3.9% | -3.2% |
| 30D | +2.2% | -3.9% | +6.1% | +5.1% |
| 3M | -2.3% | +13.0% | -15.3% | -12.5% |
| 6M | +23.0% | +25.2% | -2.2% | -1.3% |
| YTD | +61.1% | +22.9% | +38.1% | +26.7% |
| 1Y | +129.1% | +47.8% | +81.3% | +49.2% |
| 3Y | +165.4% | +283.0% | -117.7% | -34.6% |
| 5Y | +109.5% | +349.7% | -240.2% | -54.8% |
| All | +1,644.6% | +1,060.9% | +583.7% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 2016-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded APH 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling