+97,349.8%
ASML vs APH
+21,284.2%
+76,065.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -47.8% | +48.9% | +29.5% |
| 7D | -1.2% | -48.7% | +47.5% | +28.0% |
| 30D | +2.2% | -51.9% | +54.1% | +37.6% |
| 3M | -2.3% | -43.6% | +41.3% | +19.3% |
| 6M | +23.0% | -37.5% | +60.5% | +39.3% |
| YTD | +61.1% | -38.6% | +99.7% | +81.5% |
| 1Y | +129.1% | -26.3% | +155.4% | +128.6% |
| 3Y | +165.4% | +89.2% | +76.2% | +46.2% |
| 5Y | +109.5% | +119.8% | -10.3% | +8.7% |
| 10Y | +1,645.7% | +454.3% | +1,191.5% | +436.3% |
| All | +97,349.8% | +21,284.2% | +76,065.6% | +4,990.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling