+75.5%
ASML vs ADI
+115.4%
-39.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.7% | +4.3% | +4.4% |
| 7D | -9.0% | -12.8% | +3.8% | +2.2% |
| 30D | -21.0% | -11.3% | -9.6% | -12.5% |
| 3M | -16.3% | -3.4% | -12.9% | -13.9% |
| 6M | -7.5% | -12.0% | +4.5% | +2.3% |
| YTD | +34.0% | +35.3% | -1.3% | +1.7% |
| 1Y | +39.3% | +58.1% | -18.8% | -7.8% |
| 3Y | +128.9% | +127.4% | +1.5% | -0.5% |
| All | +75.5% | +115.4% | -39.9% | -18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling