+129.1%
ASML vs APLD
+85.3%
+43.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.8% | +2.4% | +3.8% |
| 7D | +1.1% | +4.1% | -3.0% | +0.2% |
| 30D | +2.2% | -11.7% | +13.9% | +4.6% |
| 3M | -2.3% | -40.3% | +38.0% | +7.0% |
| 6M | +23.0% | -8.0% | +30.9% | +21.7% |
| YTD | +61.1% | +7.5% | +53.5% | +53.8% |
| 1Y | +129.1% | +84.0% | +45.1% | +115.0% |
| All | +129.1% | +85.3% | +43.8% | +115.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 1y: compounded portfolio wealth divided by compounded APLD 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…
1y analysis · Full analysis span regression · 6 months rolling