+46.1%
ASML vs UMC
+112.5%
-66.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.1% | -1.5% | -3.0% |
| 7D | -10.0% | -14.7% | +4.6% | -5.7% |
| 30D | -19.4% | -32.9% | +13.4% | -9.5% |
| 3M | -12.5% | -22.2% | +9.7% | -6.2% |
| 6M | +8.2% | +25.9% | -17.7% | +4.9% |
| YTD | +40.7% | +107.9% | -67.2% | +27.6% |
| 1Y | +46.1% | +115.0% | -68.9% | +30.1% |
| All | +46.1% | +112.5% | -66.4% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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