+6,361.6%
ASML vs UAL
+239.3%
+6,122.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.6% | -4.8% | -8.5% |
| 7D | -19.0% | +5.0% | -24.1% | -19.9% |
| 30D | -25.9% | -1.2% | -24.7% | -25.9% |
| 3M | -19.1% | -16.8% | -2.3% | -16.5% |
| 6M | -5.7% | +18.0% | -23.7% | -9.0% |
| YTD | +27.6% | -1.2% | +28.8% | +26.8% |
| 1Y | +30.8% | +14.3% | +16.5% | +26.5% |
| 3Y | +116.2% | +194.6% | -78.3% | +71.5% |
| 5Y | +67.7% | +109.6% | -42.0% | +38.9% |
| 10Y | +1,355.3% | +93.1% | +1,262.3% | +1,023.2% |
| All | +6,361.6% | +239.3% | +6,122.3% | +3,647.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling