+67.7%
ASML vs ADM
+25.5%
+42.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.5% | -8.8% | -9.2% |
| 7D | -19.0% | -7.5% | -11.5% | -18.0% |
| 30D | -25.9% | -14.3% | -11.7% | -24.1% |
| 3M | -19.1% | -8.6% | -10.5% | -18.2% |
| 6M | -5.7% | -9.9% | +4.1% | -4.6% |
| YTD | +27.6% | +25.1% | +2.5% | +20.3% |
| 1Y | +30.8% | +28.8% | +1.9% | +22.3% |
| 3Y | +116.2% | +6.9% | +109.4% | +107.6% |
| 5Y | +67.7% | +25.9% | +41.8% | +52.5% |
| All | +67.7% | +25.5% | +42.2% | +52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling