+82.7%
ASML vs APTV
-77.5%
+160.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | +4.9% | -1.7% | +6.7% | +5.9% |
| 30D | -9.3% | -11.6% | +2.3% | -4.0% |
| 3M | -19.0% | -21.2% | +2.2% | -9.8% |
| 6M | -5.2% | -28.5% | +23.3% | +8.3% |
| YTD | +40.6% | -49.1% | +89.7% | +88.1% |
| 1Y | +47.5% | -52.2% | +99.7% | +103.7% |
| 3Y | +133.9% | -48.6% | +182.5% | +191.7% |
| All | +82.7% | -77.5% | +160.2% | +267.3% |
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