+1,600.6%
ASML vs AGG
+17.7%
+1,582.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +2.5% | -0.6% | +3.1% | +3.1% |
| 30D | -12.2% | +1.6% | -13.8% | -13.9% |
| 3M | -14.6% | -0.5% | -14.1% | -14.3% |
| 6M | -1.7% | -1.1% | -0.7% | -0.5% |
| YTD | +44.3% | -0.7% | +45.0% | +45.9% |
| 1Y | +51.0% | -0.7% | +51.7% | +52.5% |
| 3Y | +137.6% | +14.5% | +123.1% | +101.6% |
| 5Y | +92.7% | -0.9% | +93.7% | +92.6% |
| All | +1,600.6% | +17.7% | +1,582.9% | +1,662.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 10y: compounded portfolio wealth divided by compounded AGG 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…
10y analysis · Full analysis span regression · 6 months rolling