+140.0%
ASML vs ADP
+44.7%
+95.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.8% |
| 7D | +2.5% | +0.9% | +1.6% | +2.8% |
| 30D | -12.2% | +11.9% | -24.1% | -9.8% |
| 3M | -14.6% | +13.7% | -28.3% | -11.8% |
| 6M | -1.7% | +46.8% | -48.5% | +2.8% |
| YTD | +44.3% | +21.8% | +22.5% | +58.1% |
| 1Y | +51.0% | +23.5% | +27.5% | +64.5% |
| All | +140.0% | +44.7% | +95.3% | +150.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling