+75.5%
ASML vs AGI
+310.5%
-235.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.4% | +2.6% | +4.5% |
| 7D | -9.0% | +16.0% | -25.0% | -12.2% |
| 30D | -21.0% | +1.0% | -21.9% | -21.4% |
| 3M | -16.3% | +2.5% | -18.8% | -17.4% |
| 6M | -7.5% | -24.0% | +16.5% | -2.9% |
| YTD | +34.0% | -17.2% | +51.2% | +35.9% |
| 1Y | +39.3% | +4.9% | +34.4% | +33.1% |
| 3Y | +128.9% | +142.6% | -13.7% | +68.0% |
| All | +75.5% | +310.5% | -235.1% | +13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling