+772.7%
ASML vs NTR
+81.7%
+690.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.0% | +6.0% | +5.4% |
| 7D | -9.0% | +3.0% | -12.0% | -10.0% |
| 30D | -21.0% | +2.2% | -23.1% | -21.8% |
| 3M | -16.3% | +7.9% | -24.2% | -19.0% |
| 6M | -7.5% | -1.5% | -6.0% | -8.1% |
| YTD | +34.0% | +18.6% | +15.4% | +21.9% |
| 1Y | +39.3% | +31.7% | +7.6% | +21.2% |
| 3Y | +128.9% | +46.4% | +82.4% | +85.0% |
| 5Y | +76.1% | +24.2% | +51.9% | +41.1% |
| All | +772.7% | +81.7% | +690.9% | +433.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling