+129.1%
ASML vs NTR
+43.1%
+86.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.7% | +3.9% |
| 7D | +1.1% | +8.1% | -7.0% | +2.2% |
| 30D | +2.2% | +18.8% | -16.6% | +4.8% |
| 3M | -2.3% | +16.2% | -18.5% | -0.3% |
| 6M | +23.0% | +9.8% | +13.2% | +24.3% |
| YTD | +61.1% | +30.9% | +30.2% | +64.7% |
| 1Y | +129.1% | +41.8% | +87.4% | +137.5% |
| All | +129.1% | +43.1% | +86.0% | +137.5% |
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