+541.0%
ASML vs NET
+1,381.0%
-840.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.6% | -1.0% | -3.0% |
| 7D | -10.0% | -16.4% | +6.3% | -6.0% |
| 30D | -19.4% | -25.8% | +6.4% | -13.5% |
| 3M | -12.5% | -11.5% | -0.9% | -11.0% |
| 6M | +8.2% | +18.9% | -10.7% | +0.1% |
| YTD | +40.7% | +35.2% | +5.5% | +23.1% |
| 1Y | +46.1% | +14.5% | +31.7% | +33.4% |
| 3Y | +138.5% | +313.8% | -175.3% | +48.0% |
| 5Y | +84.2% | +32.6% | +51.6% | +31.3% |
| All | +541.0% | +1,381.0% | -840.0% | +166.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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