+133.9%
ASML vs UL
+36.1%
+97.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | +0.1% |
| 7D | +4.9% | +1.1% | +3.8% | +5.2% |
| 30D | -9.3% | +4.5% | -13.8% | -8.2% |
| 3M | -19.0% | +6.5% | -25.5% | -17.7% |
| 6M | -5.2% | +18.2% | -23.4% | -2.7% |
| YTD | +40.6% | +4.7% | +35.9% | +43.6% |
| 1Y | +47.5% | +0.8% | +46.7% | +50.5% |
| 3Y | +133.9% | +35.9% | +98.0% | +137.4% |
| All | +133.9% | +36.1% | +97.8% | +137.4% |
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