+39.3%
ASML vs AGI
+2.1%
+37.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.4% | +2.6% | +4.6% |
| 7D | -9.0% | +16.0% | -25.0% | -11.7% |
| 30D | -21.0% | +1.0% | -21.9% | -21.1% |
| 3M | -16.3% | +2.5% | -18.8% | -17.1% |
| 6M | -7.5% | -24.0% | +16.5% | -3.4% |
| YTD | +34.0% | -17.2% | +51.2% | +38.3% |
| 1Y | +39.3% | +4.9% | +34.4% | +30.3% |
| All | +39.3% | +2.1% | +37.1% | +30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling