+67.7%
ASML vs NDAQ
+60.9%
+6.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.6% | -6.7% | -8.1% |
| 7D | -19.0% | +1.2% | -20.2% | -19.5% |
| 30D | -25.9% | +15.8% | -41.7% | -31.1% |
| 3M | -19.1% | +13.4% | -32.4% | -24.2% |
| 6M | -5.7% | +20.9% | -26.6% | -15.9% |
| YTD | +27.6% | +11.1% | +16.5% | +18.7% |
| 1Y | +30.8% | +26.5% | +4.3% | +11.1% |
| 3Y | +116.2% | +121.5% | -5.3% | +14.8% |
| 5Y | +67.7% | +61.3% | +6.4% | +11.5% |
| All | +67.7% | +60.9% | +6.8% | +11.5% |
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