+85,040.9%
ASML vs ADM
+907.1%
+84,133.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.7% |
| 7D | -10.0% | -8.3% | -1.7% | -7.3% |
| 30D | -19.4% | -14.1% | -5.3% | -15.1% |
| 3M | -12.5% | -10.7% | -1.7% | -9.5% |
| 6M | +8.2% | -5.9% | +14.1% | +9.3% |
| YTD | +40.7% | +25.8% | +15.0% | +26.5% |
| 1Y | +46.1% | +21.3% | +24.9% | +32.6% |
| 3Y | +138.5% | +7.4% | +131.1% | +116.8% |
| 5Y | +84.2% | +27.0% | +57.1% | +53.8% |
| 10Y | +1,505.1% | +102.7% | +1,402.4% | +988.0% |
| All | +85,040.9% | +907.1% | +84,133.8% | +30,373.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling