+1,395.4%
ASML vs ADP
+318.0%
+1,077.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.2% | +6.3% | +5.6% |
| 7D | -9.0% | +3.2% | -12.3% | -10.7% |
| 30D | -21.0% | +14.9% | -35.9% | -27.2% |
| 3M | -16.3% | +11.6% | -27.9% | -22.3% |
| 6M | -7.5% | +48.5% | -56.0% | -29.5% |
| YTD | +34.0% | +20.6% | +13.4% | +15.1% |
| 1Y | +39.3% | +23.7% | +15.6% | +17.2% |
| 3Y | +128.9% | +47.8% | +81.1% | +64.5% |
| 5Y | +76.1% | +47.7% | +28.4% | +26.7% |
| All | +1,395.4% | +318.0% | +1,077.4% | +476.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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