+1,534.9%
ASML vs ADM
+100.5%
+1,434.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | -2.9% | -1.8% | -1.0% | -2.3% |
| 30D | -15.2% | -13.3% | -1.9% | -11.3% |
| 3M | -12.9% | -13.4% | +0.5% | -9.3% |
| 6M | -5.0% | -9.6% | +4.6% | -3.0% |
| YTD | +41.8% | +23.0% | +18.8% | +28.5% |
| 1Y | +46.0% | +27.4% | +18.7% | +30.3% |
| 3Y | +133.5% | +5.7% | +127.8% | +114.9% |
| 5Y | +93.0% | +22.1% | +70.9% | +59.6% |
| 10Y | +1,534.9% | +106.0% | +1,428.9% | +863.3% |
| All | +1,534.9% | +100.5% | +1,434.4% | +863.3% |
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