+92.4%
ASML vs ADVB
-97.6%
+190.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -9.5% | +0.2% | -9.2% |
| 7D | -19.0% | -28.0% | +9.0% | -18.6% |
| 30D | -25.9% | -70.2% | +44.3% | -24.9% |
| 3M | -19.1% | -76.1% | +57.0% | -17.8% |
| 6M | -5.7% | -72.3% | +66.6% | -4.6% |
| YTD | +27.6% | -67.5% | +95.0% | +27.9% |
| 1Y | +30.8% | -78.6% | +109.3% | +33.4% |
| All | +92.4% | -97.6% | +190.0% | +129.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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