+1,767.1%
ASML vs NYT
+465.6%
+1,301.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.3% |
| 7D | +2.8% | -1.6% | +4.4% | +3.4% |
| 30D | -0.2% | +2.8% | -3.0% | -1.2% |
| 3M | -2.6% | -9.2% | +6.6% | -0.4% |
| 6M | +27.9% | -17.1% | +45.0% | +34.7% |
| YTD | +62.4% | -3.2% | +65.7% | +61.0% |
| 1Y | +116.2% | +15.7% | +100.5% | +99.3% |
| 3Y | +182.4% | +55.7% | +126.7% | +126.3% |
| 5Y | +112.4% | +39.4% | +73.0% | +71.7% |
| 10Y | +1,767.1% | +485.6% | +1,281.5% | +955.0% |
| All | +1,767.1% | +465.6% | +1,301.5% | +955.0% |
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