+1,534.9%
ASML vs ADI
+625.4%
+909.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.1% |
| 7D | -2.9% | -6.3% | +3.5% | +2.3% |
| 30D | -15.2% | -3.2% | -12.0% | -13.0% |
| 3M | -12.9% | +2.8% | -15.7% | -14.9% |
| 6M | -5.0% | -5.0% | 0.0% | -1.7% |
| YTD | +41.8% | +46.3% | -4.5% | +2.9% |
| 1Y | +46.0% | +71.6% | -25.6% | -7.0% |
| 3Y | +133.5% | +139.2% | -5.7% | +8.2% |
| 5Y | +93.0% | +136.4% | -43.4% | -8.5% |
| 10Y | +1,534.9% | +636.2% | +898.7% | +286.5% |
| All | +1,534.9% | +625.4% | +909.5% | +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