+128.9%
ASML vs UPS
-10.2%
+139.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.5% | +7.5% | +5.8% |
| 7D | -9.0% | 0.0% | -9.1% | -9.1% |
| 30D | -21.0% | +17.3% | -38.3% | -25.1% |
| 3M | -16.3% | +6.6% | -22.9% | -18.4% |
| 6M | -7.5% | +12.0% | -19.5% | -11.6% |
| YTD | +34.0% | +14.4% | +19.6% | +26.7% |
| 1Y | +39.3% | +23.3% | +16.0% | +28.6% |
| 3Y | +128.9% | -9.6% | +138.5% | +112.2% |
| All | +128.9% | -10.2% | +139.1% | +112.2% |
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