+164.9%
ASML vs QSR
+26.9%
+138.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.2% |
| 7D | +1.1% | +2.4% | -1.3% | +0.7% |
| 30D | +2.2% | +7.6% | -5.4% | +0.9% |
| 3M | -2.3% | +12.6% | -14.9% | -4.8% |
| 6M | +23.0% | +14.4% | +8.6% | +18.6% |
| YTD | +61.1% | +19.6% | +41.4% | +52.9% |
| 1Y | +129.1% | +33.9% | +95.2% | +108.0% |
| All | +164.9% | +26.9% | +138.0% | +140.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling