+67.7%
ASML vs AG
+18.5%
+49.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.2% | -6.1% | -8.6% |
| 7D | -19.0% | -2.9% | -16.2% | -18.6% |
| 30D | -25.9% | -15.1% | -10.8% | -23.3% |
| 3M | -19.1% | -15.4% | -3.7% | -16.7% |
| 6M | -5.7% | -21.9% | +16.2% | -2.1% |
| YTD | +27.6% | -10.4% | +38.0% | +25.8% |
| 1Y | +30.8% | +39.8% | -9.0% | +16.4% |
| 3Y | +116.2% | +209.5% | -93.3% | +49.9% |
| 5Y | +67.7% | +12.5% | +55.2% | +38.8% |
| All | +67.7% | +18.5% | +49.2% | +38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling