+117.9%
ASML vs ADM
+6.9%
+111.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.5% | -8.8% | -9.3% |
| 7D | -19.0% | -7.5% | -11.5% | -18.8% |
| 30D | -25.9% | -14.3% | -11.7% | -25.5% |
| 3M | -19.1% | -8.6% | -10.5% | -19.0% |
| 6M | -5.7% | -9.9% | +4.1% | -5.5% |
| YTD | +27.6% | +25.1% | +2.5% | +24.9% |
| 1Y | +30.8% | +28.8% | +1.9% | +27.6% |
| All | +117.9% | +6.9% | +111.1% | +113.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling