+97,349.8%
ASML vs NTRS
+3,941.2%
+93,408.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.1% | +4.2% |
| 7D | +1.1% | +0.4% | +0.7% | +0.9% |
| 30D | +2.2% | +1.7% | +0.5% | +1.2% |
| 3M | -2.3% | +8.9% | -11.2% | -6.8% |
| 6M | +23.0% | +30.6% | -7.6% | +6.4% |
| YTD | +61.1% | +38.7% | +22.4% | +34.8% |
| 1Y | +129.1% | +48.1% | +81.0% | +84.7% |
| 3Y | +165.4% | +165.5% | -0.1% | +53.0% |
| 5Y | +109.5% | +85.6% | +23.9% | +42.5% |
| 10Y | +1,645.7% | +246.1% | +1,399.7% | +683.7% |
| All | +97,349.8% | +3,941.2% | +93,408.6% | +18,884.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling