+1,395.4%
ASML vs NTAP
+591.8%
+803.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.1% | +5.1% | +5.1% |
| 7D | -9.0% | -15.1% | +6.0% | -1.6% |
| 30D | -21.0% | -28.1% | +7.1% | -7.7% |
| 3M | -16.3% | -11.4% | -4.9% | -11.9% |
| 6M | -7.5% | +52.2% | -59.7% | -27.5% |
| YTD | +34.0% | +60.4% | -26.4% | +1.0% |
| 1Y | +39.3% | +51.0% | -11.7% | +8.2% |
| 3Y | +128.9% | +135.6% | -6.7% | +37.2% |
| 5Y | +76.1% | +107.5% | -31.4% | +11.6% |
| All | +1,395.4% | +591.8% | +803.6% | +518.4% |
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