+188.2%
ASML vs NYT
+57.5%
+130.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.7% |
| 7D | +6.0% | +0.3% | +5.6% | +5.9% |
| 30D | +1.4% | +7.0% | -5.6% | +0.1% |
| 3M | +1.0% | -7.9% | +8.9% | +2.2% |
| 6M | +37.0% | -15.0% | +52.0% | +41.3% |
| YTD | +65.8% | -1.3% | +67.0% | +63.7% |
| 1Y | +123.1% | +16.9% | +106.2% | +109.0% |
| 3Y | +188.2% | +58.9% | +129.3% | +135.3% |
| All | +188.2% | +57.5% | +130.6% | +135.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling