+128.9%
ASML vs QS
-30.4%
+159.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.1% | +0.9% | +4.4% |
| 7D | -9.0% | +5.4% | -14.4% | -9.7% |
| 30D | -21.0% | -5.3% | -15.7% | -20.5% |
| 3M | -16.3% | -22.6% | +6.3% | -13.6% |
| 6M | -7.5% | -46.2% | +38.6% | -0.4% |
| YTD | +34.0% | -58.9% | +92.9% | +47.6% |
| 1Y | +39.3% | -73.1% | +112.4% | +59.7% |
| 3Y | +128.9% | -27.2% | +156.1% | +119.6% |
| All | +128.9% | -30.4% | +159.3% | +119.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 3y: compounded portfolio wealth divided by compounded QS 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…
3y analysis · Full analysis span regression · 6 months rolling