+17,394.7%
ASML vs AGI
+4,227.8%
+13,166.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.2% | +1.7% | -2.1% |
| 7D | +10.4% | -7.5% | +17.9% | +11.0% |
| 30D | -12.7% | -9.9% | -2.9% | -12.1% |
| 3M | -17.2% | -14.2% | -3.0% | -16.4% |
| 6M | -1.3% | -35.2% | +33.9% | +1.5% |
| YTD | +40.8% | -25.2% | +66.0% | +42.8% |
| 1Y | +45.2% | -14.3% | +59.5% | +45.8% |
| 3Y | +131.8% | +127.7% | +4.1% | +115.8% |
| 5Y | +84.0% | +243.4% | -159.4% | +65.8% |
| 10Y | +1,541.9% | +384.1% | +1,157.8% | +1,312.7% |
| All | +17,394.7% | +4,227.8% | +13,166.9% | +15,207.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling