+29.0%
ASML vs Q
+56.5%
-27.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -7.4% | -2.0% | -5.2% |
| 7D | -19.0% | -10.3% | -8.8% | -13.8% |
| 30D | -25.9% | -17.7% | -8.3% | -17.6% |
| 3M | -19.1% | -18.8% | -0.2% | -9.6% |
| 6M | -5.7% | -24.8% | +19.1% | +9.1% |
| YTD | +27.6% | +35.0% | -7.4% | +18.3% |
| 1Y | +30.8% | +10.7% | +20.1% | +24.6% |
| All | +29.0% | +56.5% | -27.5% | +22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling