+23.0%
ASML vs NI
-10.2%
+33.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.2% |
| 7D | +1.1% | +2.0% | -0.9% | +1.1% |
| 30D | +2.2% | -3.5% | +5.7% | +2.1% |
| 3M | -2.3% | -9.1% | +6.8% | -4.0% |
| 6M | +23.0% | -11.8% | +34.8% | +21.7% |
| All | +23.0% | -10.2% | +33.2% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 6mo: compounded portfolio wealth divided by compounded NI 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…
6mo analysis · Full analysis span regression · 6 months rolling