+140.3%
ASML vs APLD
+205.3%
-65.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.7% | +3.1% | -2.9% |
| 7D | -10.0% | -18.5% | +8.5% | -8.1% |
| 30D | -19.4% | -32.8% | +13.3% | -16.2% |
| 3M | -12.5% | -46.9% | +34.4% | -7.0% |
| 6M | +8.2% | -53.4% | +61.6% | +15.7% |
| YTD | +40.7% | -32.3% | +73.0% | +44.5% |
| 1Y | +46.1% | -46.5% | +92.7% | +51.6% |
| All | +140.3% | +205.3% | -65.0% | +108.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling