+108.6%
ASML vs APTV
-67.9%
+176.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.1% | +1.1% | +2.7% |
| 7D | +1.1% | +4.8% | -3.7% | -1.2% |
| 30D | +2.2% | +2.0% | +0.2% | +0.9% |
| 3M | -2.3% | -34.2% | +31.9% | +18.7% |
| 6M | +23.0% | -34.7% | +57.6% | +47.7% |
| YTD | +61.1% | -37.0% | +98.0% | +95.2% |
| 1Y | +129.1% | -40.4% | +169.5% | +185.2% |
| 3Y | +165.4% | -54.1% | +219.5% | +265.7% |
| All | +108.6% | -67.9% | +176.5% | +243.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling