+97,349.8%
ASML vs NYT
+822.3%
+96,527.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.8% | +4.1% |
| 7D | +1.1% | -1.3% | +2.4% | +1.6% |
| 30D | +2.2% | +2.7% | -0.6% | +1.1% |
| 3M | -2.3% | -10.3% | +8.0% | +0.2% |
| 6M | +23.0% | -16.6% | +39.5% | +29.3% |
| YTD | +61.1% | -2.3% | +63.3% | +59.3% |
| 1Y | +129.1% | +15.0% | +114.1% | +112.5% |
| 3Y | +165.4% | +57.1% | +108.2% | +115.0% |
| 5Y | +109.5% | +37.2% | +72.3% | +74.4% |
| 10Y | +1,645.7% | +464.3% | +1,181.4% | +717.5% |
| All | +97,349.8% | +822.3% | +96,527.5% | +48,917.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling