+47.7%
ASML vs ADM
+26.2%
+21.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | +10.4% | +0.7% | +9.6% | +10.4% |
| 30D | -12.7% | -14.7% | +2.0% | -13.3% |
| 3M | -17.2% | -10.4% | -6.8% | -17.8% |
| 6M | -1.3% | -10.9% | +9.6% | -1.5% |
| YTD | +40.8% | +26.0% | +14.8% | +37.0% |
| All | +47.7% | +26.2% | +21.5% | +44.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling