+1,557.1%
ASML vs ADI
+631.6%
+925.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.6% | +2.1% |
| 7D | +4.9% | +9.5% | -4.5% | -2.6% |
| 30D | -9.3% | -1.4% | -7.9% | -8.4% |
| 3M | -19.0% | +4.7% | -23.7% | -22.1% |
| 6M | -5.2% | -7.4% | +2.2% | 0.0% |
| YTD | +40.6% | +48.1% | -7.4% | +0.9% |
| 1Y | +47.5% | +69.6% | -22.1% | -5.3% |
| 3Y | +133.9% | +144.4% | -10.5% | +6.3% |
| 5Y | +83.8% | +134.1% | -50.3% | -12.5% |
| All | +1,557.1% | +631.6% | +925.5% | +286.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling