+949.0%
ASML vs NTR
+100.5%
+848.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.7% | +4.7% |
| 7D | +1.1% | +8.1% | -7.0% | -1.6% |
| 30D | +2.2% | +18.8% | -16.6% | -3.9% |
| 3M | -2.3% | +16.2% | -18.5% | -7.7% |
| 6M | +23.0% | +9.8% | +13.2% | +16.8% |
| YTD | +61.1% | +30.9% | +30.2% | +42.3% |
| 1Y | +129.1% | +41.8% | +87.4% | +94.6% |
| 3Y | +165.4% | +35.8% | +129.6% | +123.4% |
| 5Y | +109.5% | +51.0% | +58.4% | +54.2% |
| All | +949.0% | +100.5% | +848.5% | +522.4% |
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 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