+85,040.9%
ASML vs ADP
+4,419.0%
+80,621.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.5% | -6.1% | -5.3% |
| 7D | -10.0% | +6.4% | -16.4% | -13.9% |
| 30D | -19.4% | +16.6% | -36.1% | -28.1% |
| 3M | -12.5% | +12.9% | -25.4% | -20.9% |
| 6M | +8.2% | +45.7% | -37.4% | -20.8% |
| YTD | +40.7% | +20.6% | +20.1% | +15.2% |
| 1Y | +46.1% | +20.5% | +25.6% | +19.4% |
| 3Y | +138.5% | +48.7% | +89.8% | +62.7% |
| 5Y | +84.2% | +50.0% | +34.1% | +25.1% |
| 10Y | +1,505.1% | +324.2% | +1,180.9% | +392.2% |
| All | +85,040.9% | +4,419.0% | +80,621.9% | +5,352.1% |
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 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