+108.6%
ASML vs UL
+23.5%
+85.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.2% | +4.2% |
| 7D | +1.1% | -1.3% | +2.4% | +1.4% |
| 30D | +2.2% | +0.5% | +1.7% | +2.0% |
| 3M | -2.3% | +17.6% | -19.9% | -7.0% |
| 6M | +23.0% | -5.4% | +28.3% | +24.7% |
| YTD | +61.1% | +0.7% | +60.4% | +60.0% |
| 1Y | +129.1% | -9.3% | +138.4% | +135.1% |
| 3Y | +165.4% | +24.5% | +140.8% | +131.5% |
| All | +108.6% | +23.5% | +85.1% | +75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling