+16,549.0%
ASML vs AGI
+4,691.5%
+11,857.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.4% | +2.6% | +4.8% |
| 7D | -9.0% | +16.0% | -25.0% | -10.1% |
| 30D | -21.0% | +1.0% | -21.9% | -21.1% |
| 3M | -16.3% | +2.5% | -18.8% | -16.6% |
| 6M | -7.5% | -24.0% | +16.5% | -6.0% |
| YTD | +34.0% | -17.2% | +51.2% | +34.9% |
| 1Y | +39.3% | +4.9% | +34.4% | +37.8% |
| 3Y | +128.9% | +142.6% | -13.7% | +111.9% |
| 5Y | +76.1% | +315.2% | -239.1% | +56.7% |
| 10Y | +1,428.4% | +338.5% | +1,089.9% | +1,218.2% |
| All | +16,549.0% | +4,691.5% | +11,857.6% | +14,356.0% |
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