+164.9%
ASML vs UPS
-27.5%
+192.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.3% | +4.6% |
| 7D | +1.1% | -2.9% | +4.0% | +2.1% |
| 30D | +2.2% | -3.5% | +5.7% | +3.4% |
| 3M | -2.3% | -5.7% | +3.4% | -0.6% |
| 6M | +23.0% | -4.4% | +27.3% | +23.8% |
| YTD | +61.1% | +8.0% | +53.0% | +55.7% |
| 1Y | +129.1% | +29.0% | +100.1% | +108.7% |
| All | +164.9% | -27.5% | +192.4% | +174.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling