+97,349.8%
ASML vs ADP
+4,006.8%
+93,342.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.1% | +6.3% | +5.6% |
| 7D | +1.1% | -3.4% | +4.5% | +3.4% |
| 30D | +2.2% | +2.8% | -0.6% | -0.1% |
| 3M | -2.3% | +20.9% | -23.2% | -16.8% |
| 6M | +23.0% | +29.9% | -6.9% | -2.6% |
| YTD | +61.1% | +9.6% | +51.4% | +42.9% |
| 1Y | +129.1% | -5.3% | +134.4% | +123.5% |
| 3Y | +165.4% | +16.5% | +148.9% | +117.6% |
| 5Y | +109.5% | +49.4% | +60.1% | +44.4% |
| 10Y | +1,645.7% | +282.2% | +1,363.5% | +483.2% |
| All | +97,349.8% | +4,006.8% | +93,342.9% | +6,660.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling