+155.6%
ASML vs APLD
+253.4%
-97.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.7% | +3.1% | -3.0% |
| 7D | -10.0% | -18.5% | +8.5% | -8.4% |
| 30D | -19.4% | -32.8% | +13.3% | -16.8% |
| 3M | -12.5% | -46.9% | +34.4% | -7.9% |
| 6M | +8.2% | -53.4% | +61.6% | +14.5% |
| YTD | +40.7% | -32.3% | +73.0% | +43.5% |
| 1Y | +46.1% | -46.5% | +92.7% | +50.6% |
| 3Y | +138.5% | +204.2% | -65.7% | +99.9% |
| All | +155.6% | +253.4% | -97.8% | +93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling