+12,704.4%
ASML vs NDAQ
+2,327.9%
+10,376.5%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.9% | +6.0% | +4.8% |
| 7D | +1.1% | -2.4% | +3.6% | +1.9% |
| 30D | +2.2% | +2.5% | -0.3% | +1.3% |
| 3M | -2.3% | +9.9% | -12.2% | -6.3% |
| 6M | +23.0% | +9.4% | +13.5% | +17.6% |
| YTD | +61.1% | +0.4% | +60.6% | +58.0% |
| 1Y | +129.1% | +4.0% | +125.1% | +121.2% |
| 3Y | +165.4% | +94.4% | +71.0% | +105.3% |
| 5Y | +109.5% | +56.7% | +52.7% | +75.6% |
| 10Y | +1,645.7% | +375.3% | +1,270.4% | +938.5% |
| All | +12,704.4% | +2,327.9% | +10,376.5% | +5,435.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling