+97,349.8%
ASML vs ADI
+9,029.8%
+88,320.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.6% | +3.2% |
| 7D | +1.1% | +0.4% | +0.7% | +0.9% |
| 30D | +2.2% | -3.8% | +6.0% | +4.7% |
| 3M | -2.3% | -15.3% | +13.0% | +8.8% |
| 6M | +23.0% | +6.7% | +16.3% | +18.0% |
| YTD | +61.1% | +34.8% | +26.3% | +33.2% |
| 1Y | +129.1% | +49.0% | +80.1% | +77.6% |
| 3Y | +165.4% | +108.1% | +57.3% | +64.8% |
| 5Y | +109.5% | +142.4% | -33.0% | +22.0% |
| 10Y | +1,645.7% | +589.9% | +1,055.8% | +441.4% |
| All | +97,349.8% | +9,029.8% | +88,320.0% | +7,088.9% |
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