+123.1%
ASML vs AGI
+11.7%
+111.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.4% | +4.3% | +3.2% |
| 7D | +6.0% | +4.4% | +1.6% | +5.0% |
| 30D | +1.4% | +10.0% | -8.6% | -0.7% |
| 3M | +1.0% | +1.7% | -0.7% | -0.1% |
| 6M | +37.0% | -26.8% | +63.8% | +42.1% |
| YTD | +65.8% | -5.3% | +71.1% | +66.1% |
| 1Y | +123.1% | +11.5% | +111.6% | +114.9% |
| All | +123.1% | +11.7% | +111.4% | +114.9% |
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