+85,040.9%
ASML vs ADI
+10,138.4%
+74,902.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.2% | -0.4% | -1.6% |
| 7D | -10.0% | -5.1% | -4.9% | -6.9% |
| 30D | -19.4% | -3.1% | -16.4% | -17.7% |
| 3M | -12.5% | +7.1% | -19.6% | -16.1% |
| 6M | +8.2% | +2.9% | +5.3% | +6.4% |
| YTD | +40.7% | +51.1% | -10.4% | +8.4% |
| 1Y | +46.1% | +79.3% | -33.2% | +1.1% |
| 3Y | +138.5% | +153.5% | -15.0% | +31.1% |
| 5Y | +84.2% | +144.4% | -60.2% | +6.7% |
| 10Y | +1,505.1% | +670.3% | +834.9% | +365.6% |
| All | +85,040.9% | +10,138.4% | +74,902.5% | +5,754.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling