+117.9%
ASML vs ADI
+125.9%
-8.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -11.1% | +1.8% | -1.2% |
| 7D | -19.0% | -16.7% | -2.4% | -7.4% |
| 30D | -25.9% | -14.2% | -11.8% | -17.1% |
| 3M | -19.1% | -4.1% | -14.9% | -16.4% |
| 6M | -5.7% | -10.3% | +4.6% | +1.9% |
| YTD | +27.6% | +34.3% | -6.7% | +3.3% |
| 1Y | +30.8% | +54.9% | -24.1% | -4.3% |
| All | +117.9% | +125.9% | -8.0% | +20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling