+1,557.1%
ASML vs ADM
+133.7%
+1,423.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.9% | -1.0% |
| 7D | +4.9% | +4.2% | +0.8% | +3.5% |
| 30D | -9.3% | -12.8% | +3.6% | -5.2% |
| 3M | -19.0% | -8.5% | -10.5% | -17.1% |
| 6M | -5.2% | -10.9% | +5.7% | -2.5% |
| YTD | +40.6% | +29.4% | +11.2% | +25.2% |
| 1Y | +47.5% | +27.5% | +20.0% | +31.7% |
| 3Y | +133.9% | +10.3% | +123.5% | +112.3% |
| 5Y | +83.8% | +27.4% | +56.4% | +49.5% |
| All | +1,557.1% | +133.7% | +1,423.4% | +879.2% |
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