+69.8%
QQQ vs ASML
+74.3%
-4.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.0% | -3.6% | -0.6% |
| 7D | -5.0% | -9.0% | +4.0% | -1.4% |
| 30D | -13.4% | -21.0% | +7.5% | -5.1% |
| 3M | -8.1% | -16.3% | +8.2% | -2.0% |
| 6M | -5.5% | -7.5% | +2.0% | -4.4% |
| YTD | +7.2% | +34.0% | -26.8% | -8.5% |
| 1Y | +7.8% | +39.3% | -31.5% | -9.8% |
| 3Y | +80.7% | +128.9% | -48.1% | +11.5% |
| All | +69.8% | +74.3% | -4.5% | +12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling