+112.2%
ASML vs ADVB
-97.4%
+209.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.5% | +0.9% | -3.5% |
| 7D | -10.0% | -29.5% | +19.5% | -9.6% |
| 30D | -19.4% | -66.9% | +47.4% | -18.5% |
| 3M | -12.5% | -73.7% | +61.2% | -11.3% |
| 6M | +8.2% | -64.8% | +73.0% | +8.8% |
| YTD | +40.7% | -64.0% | +104.8% | +40.8% |
| 1Y | +46.1% | -77.0% | +123.1% | +49.0% |
| All | +112.2% | -97.4% | +209.5% | +152.3% |
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