+40,410.3%
ASML vs NTAP
+21,414.7%
+18,995.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -9.7% | +0.4% | -5.6% |
| 7D | -19.0% | -22.5% | +3.4% | -10.8% |
| 30D | -25.9% | -25.7% | -0.2% | -17.2% |
| 3M | -19.1% | -9.0% | -10.0% | -16.5% |
| 6M | -5.7% | +49.2% | -54.9% | -21.1% |
| YTD | +27.6% | +60.6% | -33.0% | +3.0% |
| 1Y | +30.8% | +48.7% | -17.9% | +8.7% |
| 3Y | +116.2% | +135.6% | -19.3% | +48.6% |
| 5Y | +67.7% | +107.8% | -40.1% | +22.0% |
| 10Y | +1,355.3% | +609.4% | +745.9% | +531.9% |
| All | +40,410.3% | +21,414.7% | +18,995.7% | +4,788.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling