+67.7%
ASML vs APH
+274.6%
-206.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -9.3% | 0.0% | -1.6% |
| 7D | -19.0% | -12.7% | -6.3% | -9.5% |
| 30D | -25.9% | -19.2% | -6.8% | -11.9% |
| 3M | -19.1% | -16.7% | -2.4% | -6.8% |
| 6M | -5.7% | +5.1% | -10.9% | -11.8% |
| YTD | +27.6% | +6.6% | +21.0% | +12.3% |
| 1Y | +30.8% | +3.9% | +26.9% | +17.1% |
| 3Y | +116.2% | +246.0% | -129.8% | -53.7% |
| 5Y | +67.7% | +268.0% | -200.3% | -67.3% |
| All | +67.7% | +274.6% | -206.9% | -67.3% |
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