+46.1%
ASML vs NTR
+36.7%
+9.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.0% | -7.6% | -2.9% |
| 7D | -10.0% | +4.3% | -14.4% | -9.3% |
| 30D | -19.4% | +2.6% | -22.0% | -18.9% |
| 3M | -12.5% | +8.5% | -21.0% | -10.8% |
| 6M | +8.2% | -3.3% | +11.6% | +7.8% |
| YTD | +40.7% | +19.6% | +21.1% | +44.1% |
| 1Y | +46.1% | +37.6% | +8.5% | +47.4% |
| All | +46.1% | +36.7% | +9.4% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 1y: compounded portfolio wealth divided by compounded NTR 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…
1y analysis · Full analysis span regression · 6 months rolling