+80,969.7%
ASML vs NYT
+840.5%
+80,129.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.3% | +0.8% | +3.5% |
| 7D | -9.0% | -2.6% | -6.4% | -8.1% |
| 30D | -21.0% | +5.3% | -26.3% | -22.5% |
| 3M | -16.3% | +5.9% | -22.2% | -18.8% |
| 6M | -7.5% | -17.8% | +10.2% | -3.0% |
| YTD | +34.0% | -0.3% | +34.3% | +30.6% |
| 1Y | +39.3% | +15.4% | +23.9% | +28.3% |
| 3Y | +128.9% | +70.8% | +58.0% | +78.3% |
| 5Y | +76.1% | +44.1% | +32.0% | +43.3% |
| 10Y | +1,428.4% | +583.5% | +844.8% | +561.9% |
| All | +80,969.7% | +840.5% | +80,129.2% | +40,069.3% |
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 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