+82.7%
ASML vs AGI
+243.7%
-161.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +4.9% | -10.1% | +15.1% | +7.4% |
| 30D | -9.3% | -6.5% | -2.7% | -8.2% |
| 3M | -19.0% | -12.8% | -6.2% | -17.1% |
| 6M | -5.2% | -34.3% | +29.1% | +2.8% |
| YTD | +40.6% | -25.6% | +66.2% | +46.0% |
| 1Y | +47.5% | -14.2% | +61.7% | +47.6% |
| 3Y | +133.9% | +127.3% | +6.6% | +73.1% |
| All | +82.7% | +243.7% | -161.1% | +29.4% |
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