+75.5%
ASML vs NDAQ
+60.8%
+14.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.3% | +4.7% | +4.9% |
| 7D | -9.0% | +0.8% | -9.9% | -9.4% |
| 30D | -21.0% | +16.5% | -37.5% | -26.7% |
| 3M | -16.3% | +13.5% | -29.8% | -21.6% |
| 6M | -7.5% | +20.9% | -28.5% | -17.5% |
| YTD | +34.0% | +11.4% | +22.6% | +24.5% |
| 1Y | +39.3% | +25.9% | +13.4% | +18.8% |
| 3Y | +128.9% | +119.9% | +9.0% | +22.4% |
| All | +75.5% | +60.8% | +14.7% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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