+1,323.9%
ASML vs ADP
+323.2%
+1,000.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.2% | -10.5% | -9.9% |
| 7D | -19.0% | +7.4% | -26.4% | -22.2% |
| 30D | -25.9% | +17.1% | -43.0% | -32.4% |
| 3M | -19.1% | +14.4% | -33.5% | -25.8% |
| 6M | -5.7% | +47.9% | -53.6% | -27.9% |
| YTD | +27.6% | +22.1% | +5.5% | +8.9% |
| 1Y | +30.8% | +21.8% | +9.0% | +11.5% |
| 3Y | +116.2% | +50.5% | +65.7% | +53.8% |
| 5Y | +67.7% | +49.6% | +18.1% | +19.9% |
| All | +1,323.9% | +323.2% | +1,000.7% | +445.2% |
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