+553.4%
QQQ vs ASML
+1,643.3%
-1,089.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.2% | -4.0% | -1.6% |
| 7D | +0.4% | +1.1% | -0.8% | -0.2% |
| 30D | +0.2% | +2.2% | -2.0% | -0.9% |
| 3M | -2.8% | -2.3% | -0.5% | -3.0% |
| 6M | +18.0% | +23.0% | -5.0% | +5.4% |
| YTD | +17.3% | +61.1% | -43.7% | -7.7% |
| 1Y | +25.6% | +129.1% | -103.5% | -16.3% |
| 3Y | +93.7% | +165.4% | -71.6% | +12.7% |
| 5Y | +94.2% | +109.5% | -15.3% | +20.5% |
| All | +553.4% | +1,643.3% | -1,089.9% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ASML.
Daily Out/Under-Performance
Portfolio return minus ASML return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASML 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 10y: compounded portfolio wealth divided by compounded ASML 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…
10y analysis · Full analysis span regression · 6 months rolling