+131.8%
ASML vs APLD
+201.5%
-69.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -14.7% | +5.4% | -8.0% |
| 7D | -19.0% | -27.0% | +8.0% | -16.8% |
| 30D | -25.9% | -44.1% | +18.1% | -22.2% |
| 3M | -19.1% | -52.6% | +33.5% | -13.9% |
| 6M | -5.7% | -64.5% | +58.7% | +2.0% |
| YTD | +27.6% | -42.2% | +69.8% | +32.0% |
| 1Y | +30.8% | -57.2% | +88.0% | +37.3% |
| 3Y | +116.2% | +159.5% | -43.3% | +83.9% |
| All | +131.8% | +201.5% | -69.7% | +77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling