+1,557.1%
ASML vs NYT
+540.3%
+1,016.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.8% |
| 7D | +4.9% | +6.5% | -1.6% | +2.8% |
| 30D | -9.3% | +8.4% | -17.7% | -11.8% |
| 3M | -19.0% | +13.9% | -32.9% | -23.1% |
| 6M | -5.2% | -4.8% | -0.4% | -5.5% |
| YTD | +40.6% | +6.2% | +34.5% | +34.1% |
| 1Y | +47.5% | +14.3% | +33.2% | +36.5% |
| 3Y | +133.9% | +73.6% | +60.3% | +79.0% |
| 5Y | +83.8% | +60.6% | +23.1% | +40.7% |
| All | +1,557.1% | +540.3% | +1,016.8% | +786.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling