+57.5%
ASML vs UMAC
+197.5%
-140.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +10.8% | -5.8% | +4.4% |
| 7D | -9.0% | -23.4% | +14.4% | -7.7% |
| 30D | -21.0% | -45.6% | +24.7% | -18.4% |
| 3M | -16.3% | -50.9% | +34.6% | -13.5% |
| 6M | -7.5% | -16.5% | +9.0% | -7.7% |
| YTD | +34.0% | -6.6% | +40.6% | +31.8% |
| 1Y | +39.3% | +10.7% | +28.6% | +35.7% |
| All | +57.5% | +197.5% | -140.0% | +46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling