+1,504.8%
ASML vs NTAP
+608.6%
+896.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.1% | +2.1% | +4.3% |
| 7D | -0.8% | -5.0% | +4.1% | +1.8% |
| 30D | -14.9% | -25.8% | +10.9% | -2.0% |
| 3M | -13.0% | -6.9% | -6.1% | -10.5% |
| 6M | -4.7% | +50.0% | -54.7% | -24.6% |
| YTD | +42.3% | +66.9% | -24.6% | +5.3% |
| 1Y | +49.7% | +58.3% | -8.5% | +13.7% |
| 3Y | +144.3% | +145.1% | -0.8% | +43.7% |
| 5Y | +86.4% | +114.2% | -27.9% | +16.3% |
| 10Y | +1,504.8% | +576.6% | +928.3% | +546.2% |
| All | +1,504.8% | +608.6% | +896.3% | +546.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling