+129.1%
ASML vs UMAC
+164.0%
-34.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.1% | +7.2% | +4.5% |
| 7D | +1.1% | -0.9% | +2.0% | +1.2% |
| 30D | +2.2% | -7.7% | +9.8% | +2.2% |
| 3M | -2.3% | -26.4% | +24.1% | -1.8% |
| 6M | +23.0% | +61.9% | -38.9% | +11.8% |
| YTD | +61.1% | +86.5% | -25.4% | +41.6% |
| 1Y | +129.1% | +156.3% | -27.2% | +101.0% |
| All | +129.1% | +164.0% | -34.9% | +101.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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