+47.5%
ASML vs ADP
+26.1%
+21.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | +0.3% |
| 7D | +4.9% | +2.2% | +2.8% | +6.6% |
| 30D | -9.3% | +10.6% | -19.8% | -2.3% |
| 3M | -19.0% | +12.9% | -31.9% | -11.0% |
| 6M | -5.2% | +50.6% | -55.9% | +20.4% |
| YTD | +40.6% | +23.2% | +17.4% | +79.7% |
| 1Y | +47.5% | +25.3% | +22.2% | +87.5% |
| All | +47.5% | +26.1% | +21.4% | +87.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling