+1,559.3%
ASML vs UL
+107.1%
+1,452.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.5% |
| 7D | +10.4% | -2.5% | +12.8% | +11.2% |
| 30D | -12.7% | +5.7% | -18.4% | -14.7% |
| 3M | -17.2% | +7.0% | -24.2% | -19.6% |
| 6M | -1.3% | +16.1% | -17.4% | -8.2% |
| YTD | +40.8% | +3.6% | +37.2% | +36.5% |
| 1Y | +45.2% | -1.4% | +46.6% | +43.2% |
| 3Y | +131.8% | +34.1% | +97.7% | +93.1% |
| 5Y | +84.0% | +32.0% | +52.0% | +51.7% |
| All | +1,559.3% | +107.1% | +1,452.2% | +1,130.8% |
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