+181.9%
ASML vs NVDL
+2,772.7%
-2,590.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.5% | +3.7% |
| 7D | +1.1% | +11.7% | -10.6% | -1.9% |
| 30D | +2.2% | +7.8% | -5.7% | -0.6% |
| 3M | -2.3% | +3.3% | -5.6% | -4.5% |
| 6M | +23.0% | +38.9% | -15.9% | +9.8% |
| YTD | +61.1% | +28.5% | +32.6% | +45.7% |
| 1Y | +129.1% | +40.6% | +88.5% | +99.2% |
| 3Y | +165.4% | +648.7% | -483.3% | +23.4% |
| All | +181.9% | +2,772.7% | -2,590.8% | -17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling