+11,087.1%
ASML vs NDAQ
+2,658.5%
+8,428.6%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.6% | -6.1% | -4.4% |
| 7D | -10.0% | +3.9% | -13.9% | -11.3% |
| 30D | -19.4% | +19.0% | -38.4% | -24.3% |
| 3M | -12.5% | +17.6% | -30.1% | -17.6% |
| 6M | +8.2% | +21.0% | -12.8% | -0.2% |
| YTD | +40.7% | +14.1% | +26.6% | +31.6% |
| 1Y | +46.1% | +29.4% | +16.7% | +30.7% |
| 3Y | +138.5% | +127.4% | +11.1% | +74.5% |
| 5Y | +84.2% | +66.1% | +18.1% | +50.4% |
| 10Y | +1,505.1% | +495.6% | +1,009.5% | +785.2% |
| All | +11,087.1% | +2,658.5% | +8,428.6% | +4,511.6% |
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