+114.2%
ASML vs NTRS
+48.6%
+65.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.8% | -3.2% |
| 7D | +2.5% | +0.3% | +2.2% | +2.3% |
| 30D | -6.2% | +0.2% | -6.4% | -6.4% |
| 3M | -2.6% | +13.2% | -15.8% | -10.0% |
| 6M | +22.4% | +36.9% | -14.5% | -0.7% |
| YTD | +58.5% | +39.1% | +19.4% | +27.3% |
| 1Y | +114.2% | +50.4% | +63.7% | +67.0% |
| All | +114.2% | +48.6% | +65.5% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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