+1,761.8%
ASML vs AGG
+14.5%
+1,747.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +3.0% |
| 7D | +6.0% | +0.1% | +5.9% | +5.8% |
| 30D | +1.4% | -0.4% | +1.7% | +1.8% |
| 3M | +1.0% | -0.3% | +1.3% | +1.4% |
| 6M | +37.0% | -1.2% | +38.2% | +39.3% |
| YTD | +65.8% | -0.4% | +66.1% | +67.1% |
| 1Y | +123.1% | +0.4% | +122.7% | +123.0% |
| 3Y | +188.2% | +13.4% | +174.7% | +147.5% |
| 5Y | +115.6% | -1.4% | +117.0% | +117.8% |
| 10Y | +1,761.8% | +14.8% | +1,747.0% | +1,869.8% |
| All | +1,761.8% | +14.5% | +1,747.3% | +1,869.8% |
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