+47.5%
ASML vs UPS
+24.6%
+22.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -2.0% | -0.8% |
| 7D | +4.9% | +3.8% | +1.2% | +3.7% |
| 30D | -9.3% | +17.4% | -26.6% | -14.4% |
| 3M | -19.0% | +8.2% | -27.2% | -21.2% |
| 6M | -5.2% | +17.9% | -23.2% | -12.5% |
| YTD | +40.6% | +18.7% | +21.9% | +24.3% |
| 1Y | +47.5% | +24.8% | +22.7% | +27.5% |
| All | +47.5% | +24.6% | +22.9% | +27.5% |
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