+1,395.4%
ASML vs UAL
+94.5%
+1,300.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.0% | +3.0% | +4.5% |
| 7D | -9.0% | +8.2% | -17.2% | -11.1% |
| 30D | -21.0% | +2.3% | -23.3% | -21.6% |
| 3M | -16.3% | -12.7% | -3.6% | -13.4% |
| 6M | -7.5% | +12.7% | -20.2% | -11.4% |
| YTD | +34.0% | +0.8% | +33.2% | +31.6% |
| 1Y | +39.3% | +17.8% | +21.5% | +31.1% |
| 3Y | +128.9% | +206.7% | -77.8% | +57.9% |
| 5Y | +76.1% | +113.9% | -37.8% | +29.3% |
| All | +1,395.4% | +94.5% | +1,300.9% | +1,008.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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