+1,505.1%
ASML vs APH
+967.7%
+537.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.2% | +2.6% | +1.6% |
| 7D | -10.0% | -2.4% | -7.6% | -8.3% |
| 30D | -19.4% | -9.5% | -10.0% | -12.7% |
| 3M | -12.5% | -7.6% | -4.9% | -7.5% |
| 6M | +8.2% | +12.4% | -4.2% | -4.8% |
| YTD | +40.7% | +17.5% | +23.2% | +14.2% |
| 1Y | +46.1% | +16.4% | +29.7% | +18.9% |
| 3Y | +138.5% | +281.6% | -143.1% | -42.0% |
| 5Y | +84.2% | +317.7% | -233.6% | -58.1% |
| 10Y | +1,505.1% | +967.8% | +537.3% | +60.4% |
| All | +1,505.1% | +967.7% | +537.5% | +60.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling