+115.6%
ASML vs NYT
+40.3%
+75.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.6% |
| 7D | +6.0% | +0.3% | +5.6% | +5.9% |
| 30D | +1.4% | +7.0% | -5.6% | -0.9% |
| 3M | +1.0% | -7.9% | +8.9% | +2.7% |
| 6M | +37.0% | -15.0% | +52.0% | +43.0% |
| YTD | +65.8% | -1.3% | +67.0% | +62.9% |
| 1Y | +123.1% | +16.9% | +106.2% | +104.1% |
| 3Y | +188.2% | +58.9% | +129.3% | +123.8% |
| 5Y | +115.6% | +40.9% | +74.7% | +52.6% |
| All | +115.6% | +40.3% | +75.3% | +52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling