+123.1%
ASML vs QSR
+29.1%
+94.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.3% | +2.4% |
| 7D | +6.0% | +0.1% | +5.9% | +6.0% |
| 30D | +1.4% | +5.9% | -4.6% | +2.7% |
| 3M | +1.0% | +10.5% | -9.4% | +3.2% |
| 6M | +37.0% | +7.7% | +29.3% | +39.4% |
| YTD | +65.8% | +16.8% | +49.0% | +70.1% |
| 1Y | +123.1% | +30.9% | +92.2% | +122.2% |
| All | +123.1% | +29.1% | +94.0% | +122.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 1y: compounded portfolio wealth divided by compounded QSR 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…
1y analysis · Full analysis span regression · 6 months rolling