+1,534.9%
ASML vs UL
+106.3%
+1,428.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.3% |
| 7D | -2.9% | +2.6% | -5.4% | -3.8% |
| 30D | -15.2% | +6.8% | -22.0% | -17.4% |
| 3M | -12.9% | +5.7% | -18.6% | -15.1% |
| 6M | -5.0% | +15.9% | -20.9% | -11.5% |
| YTD | +41.8% | +4.3% | +37.5% | +37.2% |
| 1Y | +46.0% | -0.4% | +46.5% | +43.5% |
| 3Y | +133.5% | +35.0% | +98.5% | +94.1% |
| 5Y | +93.0% | +31.6% | +61.4% | +59.5% |
| 10Y | +1,534.9% | +104.6% | +1,430.3% | +1,108.7% |
| All | +1,534.9% | +106.3% | +1,428.6% | +1,108.7% |
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