+46.6%
ASML vs UL
-0.5%
+47.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.9% | +5.3% | +6.6% |
| 7D | -0.8% | +0.3% | -1.1% | -0.6% |
| 30D | -14.9% | +7.0% | -21.9% | -12.5% |
| 3M | -13.0% | +5.8% | -18.8% | -10.6% |
| 6M | -4.7% | +16.1% | -20.8% | -0.1% |
| YTD | +42.3% | +4.5% | +37.8% | +49.8% |
| All | +46.6% | -0.5% | +47.1% | +52.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling