+140.3%
ASML vs UAL
+205.6%
-65.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +8.0% | -11.6% | -5.9% |
| 7D | -10.0% | +11.9% | -21.9% | -13.2% |
| 30D | -19.4% | +5.2% | -24.7% | -20.9% |
| 3M | -12.5% | -12.7% | +0.2% | -9.4% |
| 6M | +8.2% | +28.5% | -20.3% | -0.5% |
| YTD | +40.7% | +3.5% | +37.2% | +36.0% |
| 1Y | +46.1% | +27.5% | +18.6% | +33.9% |
| All | +140.3% | +205.6% | -65.3% | +68.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling