+66.7%
ASML vs UMAC
+214.8%
-148.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.6% | +6.2% | 0.0% |
| 7D | -2.9% | -13.9% | +11.0% | -2.1% |
| 30D | -15.2% | -39.6% | +24.4% | -13.0% |
| 3M | -12.9% | -53.6% | +40.7% | -9.8% |
| 6M | -5.0% | -6.2% | +1.1% | -5.8% |
| YTD | +41.8% | -1.2% | +43.0% | +39.0% |
| 1Y | +46.0% | +9.7% | +36.4% | +42.2% |
| All | +66.7% | +214.8% | -148.0% | +54.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling