+84.0%
ASML vs ADI
+142.4%
-58.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.5% |
| 7D | +10.4% | +13.4% | -3.0% | -0.9% |
| 30D | -12.7% | -1.3% | -11.4% | -11.8% |
| 3M | -17.2% | +6.8% | -24.0% | -21.8% |
| 6M | -1.3% | -1.9% | +0.6% | -0.7% |
| YTD | +40.8% | +52.3% | -11.5% | -3.5% |
| 1Y | +45.2% | +71.6% | -26.4% | -10.3% |
| 3Y | +131.8% | +148.9% | -17.1% | -6.0% |
| 5Y | +84.0% | +140.8% | -56.8% | -22.6% |
| All | +84.0% | +142.4% | -58.4% | -22.6% |
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