+128.9%
ASML vs QSR
+27.3%
+101.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.1% | +6.1% | +5.1% |
| 7D | -9.0% | +7.3% | -16.3% | -9.6% |
| 30D | -21.0% | +11.9% | -32.9% | -22.0% |
| 3M | -16.3% | +7.5% | -23.8% | -17.2% |
| 6M | -7.5% | +2.5% | -10.0% | -7.8% |
| YTD | +34.0% | +17.0% | +17.0% | +27.9% |
| 1Y | +39.3% | +18.1% | +21.2% | +32.1% |
| 3Y | +128.9% | +28.6% | +100.2% | +114.3% |
| All | +128.9% | +27.3% | +101.5% | +114.3% |
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