+1,395.4%
ASML vs ADM
+98.0%
+1,297.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.7% | +5.7% | +5.3% |
| 7D | -9.0% | -9.0% | 0.0% | -6.2% |
| 30D | -21.0% | -14.0% | -7.0% | -17.2% |
| 3M | -16.3% | -9.2% | -7.1% | -14.3% |
| 6M | -7.5% | -9.2% | +1.6% | -5.6% |
| YTD | +34.0% | +24.2% | +9.8% | +21.1% |
| 1Y | +39.3% | +27.0% | +12.3% | +24.4% |
| 3Y | +128.9% | +6.6% | +122.2% | +110.1% |
| 5Y | +76.1% | +25.0% | +51.1% | +43.9% |
| All | +1,395.4% | +98.0% | +1,297.4% | +779.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 10y: compounded portfolio wealth divided by compounded ADM 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…
10y analysis · Full analysis span regression · 6 months rolling