+108.6%
ASML vs QSR
+49.2%
+59.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.2% |
| 7D | +1.1% | +2.4% | -1.3% | 0.0% |
| 30D | +2.2% | +7.6% | -5.4% | -1.3% |
| 3M | -2.3% | +12.6% | -14.9% | -8.4% |
| 6M | +23.0% | +14.4% | +8.6% | +13.1% |
| YTD | +61.1% | +19.6% | +41.4% | +43.5% |
| 1Y | +129.1% | +33.9% | +95.2% | +89.4% |
| 3Y | +165.4% | +27.1% | +138.2% | +116.0% |
| All | +108.6% | +49.2% | +59.4% | +39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling