+1,767.1%
ASML vs AGI
+398.0%
+1,369.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.2% |
| 7D | +2.8% | +2.2% | +0.6% | +2.5% |
| 30D | -0.2% | +11.3% | -11.5% | -1.8% |
| 3M | -2.6% | +5.6% | -8.2% | -3.7% |
| 6M | +27.9% | -27.7% | +55.5% | +32.2% |
| YTD | +62.4% | -4.1% | +66.5% | +61.5% |
| 1Y | +116.2% | +13.8% | +102.4% | +109.8% |
| 3Y | +182.4% | +217.0% | -34.6% | +139.6% |
| 5Y | +112.4% | +404.3% | -291.9% | +70.6% |
| 10Y | +1,767.1% | +400.5% | +1,366.6% | +1,392.7% |
| All | +1,767.1% | +398.0% | +1,369.1% | +1,392.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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