+84.0%
ASML vs AGI
+245.8%
-161.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.2% | +1.7% | -1.5% |
| 7D | +10.4% | -7.5% | +17.9% | +12.3% |
| 30D | -12.7% | -9.9% | -2.9% | -11.0% |
| 3M | -17.2% | -14.2% | -3.0% | -15.0% |
| 6M | -1.3% | -35.2% | +33.9% | +7.4% |
| YTD | +40.8% | -25.2% | +66.0% | +46.0% |
| 1Y | +45.2% | -14.3% | +59.5% | +45.4% |
| 3Y | +131.8% | +127.7% | +4.1% | +71.6% |
| 5Y | +84.0% | +243.4% | -159.4% | +30.8% |
| All | +84.0% | +245.8% | -161.8% | +30.8% |
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