+164.9%
ASML vs AG
+260.2%
-95.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.0% | +6.1% | +4.6% |
| 7D | +1.1% | +1.0% | +0.1% | +0.8% |
| 30D | +2.2% | +19.2% | -17.0% | -1.7% |
| 3M | -2.3% | +6.2% | -8.5% | -4.4% |
| 6M | +23.0% | -26.7% | +49.7% | +27.7% |
| YTD | +61.1% | +26.1% | +34.9% | +49.2% |
| 1Y | +129.1% | +131.7% | -2.5% | +86.7% |
| All | +164.9% | +260.2% | -95.2% | +91.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling