+67.7%
ASML vs ADI
+113.6%
-45.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -11.1% | +1.8% | +0.1% |
| 7D | -19.0% | -16.7% | -2.4% | -5.5% |
| 30D | -25.9% | -14.2% | -11.8% | -15.7% |
| 3M | -19.1% | -4.1% | -14.9% | -16.2% |
| 6M | -5.7% | -10.3% | +4.6% | +2.6% |
| YTD | +27.6% | +34.3% | -6.7% | -2.6% |
| 1Y | +30.8% | +54.9% | -24.1% | -11.9% |
| 3Y | +116.2% | +125.3% | -9.1% | -5.2% |
| 5Y | +67.7% | +113.1% | -45.4% | -21.7% |
| All | +67.7% | +113.6% | -45.9% | -21.7% |
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