+46.6%
ASML vs AGG
0.0%
+46.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | 0.0% | +6.2% | +6.1% |
| 7D | -0.8% | +0.4% | -1.3% | -2.0% |
| 30D | -14.9% | +2.1% | -17.0% | -20.1% |
| 3M | -13.0% | -0.3% | -12.6% | -10.5% |
| 6M | -4.7% | -0.9% | -3.8% | +0.4% |
| YTD | +42.3% | -0.3% | +42.6% | +47.4% |
| All | +46.6% | 0.0% | +46.6% | +51.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling