+164.9%
ASML vs UL
+25.2%
+139.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.2% | +4.2% |
| 7D | +1.1% | -1.3% | +2.4% | +0.9% |
| 30D | +2.2% | +0.5% | +1.7% | +2.3% |
| 3M | -2.3% | +17.6% | -19.9% | -1.0% |
| 6M | +23.0% | -5.4% | +28.3% | +23.2% |
| YTD | +61.1% | +0.7% | +60.4% | +62.5% |
| 1Y | +129.1% | -9.3% | +138.4% | +131.4% |
| All | +164.9% | +25.2% | +139.7% | +160.3% |
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