+117.9%
ASML vs APTV
-47.7%
+165.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.6% | -3.8% | -7.3% |
| 7D | -19.0% | -8.1% | -11.0% | -16.6% |
| 30D | -25.9% | -8.7% | -17.3% | -23.6% |
| 3M | -19.1% | -13.1% | -6.0% | -15.3% |
| 6M | -5.7% | -25.5% | +19.8% | +3.2% |
| YTD | +27.6% | -46.3% | +73.9% | +56.6% |
| 1Y | +30.8% | -51.1% | +81.9% | +66.7% |
| All | +117.9% | -47.7% | +165.6% | +146.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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