+46.6%
ASML vs NTR
+29.8%
+16.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.1% | +5.1% | +6.4% |
| 7D | -0.8% | +3.0% | -3.8% | -0.3% |
| 30D | -14.9% | +7.1% | -22.0% | -13.8% |
| 3M | -13.0% | +13.1% | -26.0% | -10.6% |
| 6M | -4.7% | +7.6% | -12.3% | -3.2% |
| YTD | +42.3% | +20.0% | +22.4% | +45.7% |
| All | +46.6% | +29.8% | +16.8% | +49.2% |
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