+46.0%
ASML vs UPS
+23.5%
+22.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.4% | -0.4% |
| 7D | -2.9% | +1.7% | -4.6% | -3.4% |
| 30D | -15.2% | +17.4% | -32.6% | -20.0% |
| 3M | -12.9% | +7.7% | -20.6% | -15.2% |
| 6M | -5.0% | +13.8% | -18.9% | -10.8% |
| YTD | +41.8% | +17.3% | +24.5% | +26.6% |
| 1Y | +46.0% | +27.2% | +18.9% | +26.1% |
| All | +46.0% | +23.5% | +22.6% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 UPS 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