+69.7%
ASML vs UMAC
+216.2%
-146.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.7% |
| 7D | +2.5% | -2.9% | +5.5% | +2.7% |
| 30D | -12.2% | -35.6% | +23.4% | -10.2% |
| 3M | -14.6% | -51.3% | +36.7% | -11.8% |
| 6M | -1.7% | -17.5% | +15.8% | -2.0% |
| YTD | +44.3% | -0.7% | +45.0% | +41.4% |
| 1Y | +51.0% | +16.5% | +34.5% | +46.7% |
| All | +69.7% | +216.2% | -146.6% | +56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling