+39.3%
ASML vs UPST
-47.3%
+86.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.1% | +6.1% | +5.2% |
| 7D | -9.0% | -4.9% | -4.1% | -8.2% |
| 30D | -21.0% | -8.9% | -12.1% | -19.6% |
| 3M | -16.3% | -26.3% | +10.0% | -11.8% |
| 6M | -7.5% | -23.7% | +16.2% | -3.1% |
| YTD | +34.0% | -49.9% | +83.9% | +47.9% |
| 1Y | +39.3% | -42.0% | +81.3% | +51.9% |
| All | +39.3% | -47.3% | +86.6% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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