+108.6%
ASML vs APH
+120.4%
-11.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -47.8% | +48.9% | +28.3% |
| 7D | -1.2% | -48.7% | +47.5% | +27.3% |
| 30D | +2.2% | -51.9% | +54.1% | +38.5% |
| 3M | -2.3% | -43.6% | +41.3% | +15.9% |
| 6M | +23.0% | -37.5% | +60.5% | +31.1% |
| YTD | +61.1% | -38.6% | +99.7% | +67.3% |
| 1Y | +129.1% | -26.3% | +155.4% | +95.1% |
| 3Y | +165.4% | +89.2% | +76.2% | -27.3% |
| All | +108.6% | +120.4% | -11.8% | -53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling