+1,644.6%
ASML vs ADM
+159.1%
+1,485.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.1% |
| 7D | +1.1% | +3.8% | -2.7% | -0.2% |
| 30D | +2.2% | +9.8% | -7.6% | -1.3% |
| 3M | -2.3% | +2.1% | -4.4% | -3.4% |
| 6M | +23.0% | +27.5% | -4.5% | +11.6% |
| YTD | +61.1% | +50.2% | +10.9% | +37.3% |
| 1Y | +129.1% | +40.6% | +88.5% | +99.0% |
| 3Y | +165.4% | +17.2% | +148.1% | +140.5% |
| 5Y | +109.5% | +61.9% | +47.6% | +55.7% |
| All | +1,644.6% | +159.1% | +1,485.5% | +874.0% |
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