+128.9%
ASML vs UL
+35.9%
+92.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.5% | +7.5% | +4.4% |
| 7D | -9.0% | +1.1% | -10.1% | -8.7% |
| 30D | -21.0% | +8.2% | -29.2% | -19.6% |
| 3M | -16.3% | +4.5% | -20.8% | -15.2% |
| 6M | -7.5% | +12.6% | -20.1% | -5.2% |
| YTD | +34.0% | +3.5% | +30.5% | +36.5% |
| 1Y | +39.3% | -0.4% | +39.7% | +41.7% |
| 3Y | +128.9% | +36.0% | +92.9% | +134.9% |
| All | +128.9% | +35.9% | +92.9% | +134.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling