+129.1%
ASML vs NYT
+15.2%
+113.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.8% | +4.2% |
| 7D | +1.1% | -1.3% | +2.4% | +1.0% |
| 30D | +2.2% | +2.7% | -0.6% | +2.4% |
| 3M | -2.3% | -10.3% | +8.0% | -1.8% |
| 6M | +23.0% | -16.6% | +39.5% | +24.8% |
| YTD | +61.1% | -2.3% | +63.3% | +67.8% |
| 1Y | +129.1% | +15.0% | +114.1% | +152.2% |
| All | +129.1% | +15.2% | +113.9% | +152.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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