+129.1%
ASML vs ADI
+50.9%
+78.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.6% | +3.0% |
| 7D | +1.1% | +0.4% | +0.7% | +0.8% |
| 30D | +2.2% | -3.8% | +6.0% | +5.1% |
| 3M | -2.3% | -15.3% | +13.0% | +9.7% |
| 6M | +23.0% | +6.7% | +16.3% | +16.4% |
| YTD | +61.1% | +34.8% | +26.3% | +32.4% |
| 1Y | +129.1% | +49.0% | +80.1% | +77.2% |
| All | +129.1% | +50.9% | +78.2% | +77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 ADI 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