+129.1%
ASML vs NTAP
+61.4%
+67.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.1% |
| 7D | +1.1% | -0.8% | +1.9% | +1.3% |
| 30D | +2.2% | -0.5% | +2.7% | +2.3% |
| 3M | -2.3% | +4.1% | -6.4% | -3.5% |
| 6M | +23.0% | +88.0% | -65.0% | +1.4% |
| YTD | +61.1% | +75.6% | -14.5% | +36.6% |
| 1Y | +129.1% | +58.9% | +70.2% | +109.8% |
| All | +129.1% | +61.4% | +67.7% | +109.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 1y: compounded portfolio wealth divided by compounded NTAP 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…
1y analysis · Full analysis span regression · 6 months rolling