+1,708.0%
ASML vs NLY
+81.8%
+1,626.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | -1.0% | -4.0% | +3.0% | +0.8% |
| 30D | -6.2% | -5.2% | -0.9% | -4.0% |
| 3M | -10.5% | +2.8% | -13.3% | -11.7% |
| 6M | +22.9% | +4.2% | +18.7% | +20.8% |
| YTD | +59.5% | +4.7% | +54.8% | +56.5% |
| 1Y | +112.6% | +12.7% | +99.8% | +101.6% |
| 3Y | +177.4% | +62.5% | +114.8% | +124.6% |
| 5Y | +107.3% | +26.3% | +80.9% | +82.4% |
| All | +1,708.0% | +81.8% | +1,626.1% | +1,402.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 10y: compounded portfolio wealth divided by compounded NLY 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…
10y analysis · Full analysis span regression · 6 months rolling