+3,623.2%
ASML vs APTV
+151.0%
+3,472.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.6% | -3.8% | -6.8% |
| 7D | -19.0% | -8.1% | -11.0% | -16.0% |
| 30D | -25.9% | -8.7% | -17.3% | -23.0% |
| 3M | -19.1% | -13.1% | -6.0% | -14.4% |
| 6M | -5.7% | -25.5% | +19.8% | +5.2% |
| YTD | +27.6% | -46.3% | +73.9% | +63.4% |
| 1Y | +30.8% | -51.1% | +81.9% | +74.7% |
| 3Y | +116.2% | -47.3% | +163.5% | +166.5% |
| 5Y | +67.7% | -76.7% | +144.3% | +194.5% |
| 10Y | +1,355.3% | -24.4% | +1,379.7% | +1,289.6% |
| All | +3,623.2% | +151.0% | +3,472.3% | +1,853.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling