+1,395.4%
ASML vs UL
+96.4%
+1,299.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.5% | +7.5% | +5.8% |
| 7D | -9.0% | +1.1% | -10.1% | -9.5% |
| 30D | -21.0% | +8.2% | -29.2% | -23.4% |
| 3M | -16.3% | +4.5% | -20.8% | -18.1% |
| 6M | -7.5% | +12.6% | -20.1% | -12.9% |
| YTD | +34.0% | +3.5% | +30.5% | +29.9% |
| 1Y | +39.3% | -0.4% | +39.7% | +36.7% |
| 3Y | +128.9% | +36.0% | +92.9% | +89.1% |
| 5Y | +76.1% | +30.9% | +45.1% | +45.6% |
| All | +1,395.4% | +96.4% | +1,299.0% | +1,015.5% |
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