+67.7%
ASML vs NTAP
+108.2%
-40.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -9.7% | +0.4% | -4.1% |
| 7D | -19.0% | -22.5% | +3.4% | -7.4% |
| 30D | -25.9% | -25.7% | -0.2% | -13.6% |
| 3M | -19.1% | -9.0% | -10.0% | -15.6% |
| 6M | -5.7% | +49.2% | -54.9% | -28.8% |
| YTD | +27.6% | +60.6% | -33.0% | -9.3% |
| 1Y | +30.8% | +48.7% | -17.9% | -2.3% |
| 3Y | +116.2% | +135.6% | -19.3% | +6.4% |
| 5Y | +67.7% | +107.8% | -40.1% | -14.9% |
| All | +67.7% | +108.2% | -40.5% | -14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling