+47.5%
ASML vs NYT
+16.1%
+31.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | 0.0% |
| 7D | +4.9% | +6.5% | -1.6% | +5.3% |
| 30D | -9.3% | +8.4% | -17.7% | -8.9% |
| 3M | -19.0% | +13.9% | -32.9% | -18.3% |
| 6M | -5.2% | -4.8% | -0.4% | -3.3% |
| YTD | +40.6% | +6.2% | +34.5% | +47.2% |
| 1Y | +47.5% | +14.3% | +33.2% | +58.2% |
| All | +47.5% | +16.1% | +31.5% | +58.2% |
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