+190.1%
ASML vs NVDL
+2,657.6%
-2,467.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.0% | +6.9% | +4.0% |
| 7D | +6.0% | +7.3% | -1.3% | +3.9% |
| 30D | +1.4% | -0.7% | +2.1% | +0.7% |
| 3M | +1.0% | +9.5% | -8.4% | -2.7% |
| 6M | +37.0% | +41.6% | -4.6% | +21.7% |
| YTD | +65.8% | +23.3% | +42.4% | +51.5% |
| 1Y | +123.1% | +40.3% | +82.8% | +94.2% |
| 3Y | +188.2% | +692.2% | -504.0% | +32.0% |
| All | +190.1% | +2,657.6% | -2,467.5% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 10y: compounded portfolio wealth divided by compounded NVDL 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…
10y analysis · Full analysis span regression · 6 months rolling