+149.1%
ASML vs NVDL
+1,549.4%
-1,400.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -8.7% | +14.9% | +8.6% |
| 7D | -0.8% | -23.4% | +22.5% | +6.1% |
| 30D | -14.9% | -41.3% | +26.4% | -2.2% |
| 3M | -13.0% | -40.6% | +27.6% | -1.2% |
| 6M | -4.7% | -39.8% | +35.1% | +6.5% |
| YTD | +42.3% | -26.2% | +68.5% | +48.7% |
| 1Y | +49.7% | -30.0% | +79.7% | +57.5% |
| 3Y | +144.3% | +364.0% | -219.7% | +29.2% |
| All | +149.1% | +1,549.4% | -1,400.3% | -15.5% |
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