+1,582.8%
ASML vs NTAP
+597.8%
+985.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.1% | -2.3% | -0.2% |
| 7D | +2.5% | -2.4% | +5.0% | +3.9% |
| 30D | -12.2% | -23.4% | +11.2% | -0.5% |
| 3M | -14.6% | -7.5% | -7.1% | -11.9% |
| 6M | -1.7% | +56.4% | -58.1% | -23.9% |
| YTD | +44.3% | +73.6% | -29.3% | +4.7% |
| 1Y | +51.0% | +68.4% | -17.4% | +11.2% |
| 3Y | +137.6% | +150.6% | -13.0% | +38.2% |
| 5Y | +92.7% | +122.5% | -29.7% | +18.0% |
| 10Y | +1,582.8% | +589.7% | +993.1% | +561.9% |
| All | +1,582.8% | +597.8% | +985.0% | +561.9% |
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