+1,504.8%
ASML vs UL
+102.0%
+1,402.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.9% | +5.3% | +5.9% |
| 7D | -0.8% | +0.3% | -1.1% | -1.1% |
| 30D | -14.9% | +7.0% | -21.9% | -17.2% |
| 3M | -13.0% | +5.8% | -18.8% | -15.2% |
| 6M | -4.7% | +16.1% | -20.8% | -11.3% |
| YTD | +42.3% | +4.5% | +37.8% | +37.6% |
| 1Y | +49.7% | -1.3% | +51.0% | +47.7% |
| 3Y | +144.3% | +35.0% | +109.3% | +103.1% |
| 5Y | +86.4% | +31.9% | +54.4% | +53.8% |
| 10Y | +1,504.8% | +99.3% | +1,405.6% | +1,090.5% |
| All | +1,504.8% | +102.0% | +1,402.8% | +1,090.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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