+7,306.5%
ASML vs AG
+445.6%
+6,860.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.0% | +6.1% | +4.4% |
| 7D | +1.1% | +1.0% | +0.1% | +0.9% |
| 30D | +2.2% | +19.2% | -17.0% | -0.4% |
| 3M | -2.3% | +6.2% | -8.5% | -3.6% |
| 6M | +23.0% | -26.7% | +49.7% | +26.7% |
| YTD | +61.1% | +26.1% | +34.9% | +53.5% |
| 1Y | +129.1% | +131.7% | -2.5% | +100.4% |
| 3Y | +165.4% | +255.3% | -90.0% | +112.7% |
| 5Y | +109.5% | +61.9% | +47.5% | +79.5% |
| 10Y | +1,645.7% | +72.0% | +1,573.7% | +1,271.1% |
| All | +7,306.5% | +445.6% | +6,860.9% | +3,581.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling