+9,686.7%
ASML vs QID
-100.0%
+9,786.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.5% | +4.0% |
| 7D | +1.1% | -0.6% | +1.7% | +0.7% |
| 30D | +2.2% | 0.0% | +2.2% | +2.4% |
| 3M | -2.3% | +3.7% | -6.0% | +4.0% |
| 6M | +23.0% | -29.9% | +52.8% | +6.0% |
| YTD | +61.1% | -28.8% | +89.8% | +41.7% |
| 1Y | +129.1% | -37.2% | +166.3% | +90.7% |
| 3Y | +165.4% | -73.7% | +239.1% | +59.1% |
| 5Y | +109.5% | -80.7% | +190.2% | +38.7% |
| 10Y | +1,645.7% | -99.1% | +1,744.8% | +214.1% |
| All | +9,686.7% | -100.0% | +9,786.7% | +305.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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