+1,557.1%
ASML vs AG
+76.0%
+1,481.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.3% |
| 7D | +4.9% | -10.0% | +14.9% | +6.9% |
| 30D | -9.3% | -10.5% | +1.2% | -7.6% |
| 3M | -19.0% | -27.3% | +8.3% | -14.8% |
| 6M | -5.2% | -43.0% | +37.8% | +3.2% |
| YTD | +40.6% | -17.9% | +58.5% | +41.7% |
| 1Y | +47.5% | +11.9% | +35.6% | +40.8% |
| 3Y | +133.9% | +201.8% | -67.9% | +81.5% |
| 5Y | +83.8% | -0.1% | +83.8% | +61.1% |
| All | +1,557.1% | +76.0% | +1,481.1% | +1,198.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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