+42.2%
ASML vs Q
+68.3%
-26.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +1.9% |
| 7D | +4.9% | +1.2% | +3.8% | +4.2% |
| 30D | -9.3% | -2.7% | -6.6% | -7.9% |
| 3M | -19.0% | -16.9% | -2.0% | -10.8% |
| 6M | -5.2% | -26.9% | +21.6% | +10.6% |
| YTD | +40.6% | +45.2% | -4.6% | +25.1% |
| 1Y | +47.5% | +38.1% | +9.4% | +31.8% |
| All | +42.2% | +68.3% | -26.1% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 10y: compounded portfolio wealth divided by compounded Q 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…
10y analysis · Full analysis span regression · 6 months rolling