+75.5%
ASML vs NTAP
+106.9%
-31.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.1% | +5.1% | +5.1% |
| 7D | -9.0% | -15.1% | +6.0% | -0.8% |
| 30D | -21.0% | -28.1% | +7.1% | -6.1% |
| 3M | -16.3% | -11.4% | -4.9% | -11.5% |
| 6M | -7.5% | +52.2% | -59.7% | -30.9% |
| YTD | +34.0% | +60.4% | -26.4% | -4.7% |
| 1Y | +39.3% | +51.0% | -11.7% | +2.9% |
| 3Y | +128.9% | +135.6% | -6.7% | +12.6% |
| All | +75.5% | +106.9% | -31.4% | -9.6% |
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