-7.5%
ASML vs UMC
-7.8%
+0.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.5% | +1.5% | +3.7% |
| 7D | -9.0% | -17.0% | +8.0% | -2.7% |
| 30D | -21.0% | -40.6% | +19.6% | -5.3% |
| 3M | -16.3% | -27.9% | +11.6% | -6.6% |
| 6M | -7.5% | -7.5% | -0.1% | +10.6% |
| All | -7.5% | -7.8% | +0.3% | +10.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling