+15,753.2%
ASML vs AGI
+4,578.6%
+11,174.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +3.6% | -12.9% | -9.6% |
| 7D | -19.0% | +7.8% | -26.8% | -19.6% |
| 30D | -25.9% | -5.0% | -20.9% | -25.7% |
| 3M | -19.1% | -0.5% | -18.6% | -19.2% |
| 6M | -5.7% | -19.9% | +14.1% | -4.5% |
| YTD | +27.6% | -19.2% | +46.8% | +28.7% |
| 1Y | +30.8% | +0.6% | +30.2% | +29.7% |
| 3Y | +116.2% | +134.4% | -18.2% | +100.7% |
| 5Y | +67.7% | +305.4% | -237.7% | +49.4% |
| 10Y | +1,355.3% | +328.2% | +1,027.2% | +1,157.4% |
| All | +15,753.2% | +4,578.6% | +11,174.7% | +13,689.2% |
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