+128.9%
ASML vs ADI
+127.5%
+1.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.7% | +4.3% | +4.5% |
| 7D | -9.0% | -12.8% | +3.8% | +0.6% |
| 30D | -21.0% | -11.3% | -9.6% | -13.6% |
| 3M | -16.3% | -3.4% | -12.9% | -14.0% |
| 6M | -7.5% | -12.0% | +4.5% | +1.3% |
| YTD | +34.0% | +35.3% | -1.3% | +7.9% |
| 1Y | +39.3% | +58.1% | -18.8% | +0.5% |
| 3Y | +128.9% | +127.4% | +1.5% | +25.8% |
| All | +128.9% | +127.5% | +1.3% | +25.8% |
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