+112.4%
ASML vs AGG
-1.7%
+114.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.8% |
| 7D | +2.8% | -0.2% | +3.0% | +3.0% |
| 30D | -0.2% | -0.2% | 0.0% | 0.0% |
| 3M | -2.6% | -0.7% | -1.9% | -1.8% |
| 6M | +27.9% | -1.8% | +29.6% | +30.5% |
| YTD | +62.4% | -0.6% | +63.0% | +64.1% |
| 1Y | +116.2% | +0.4% | +115.9% | +116.5% |
| 3Y | +182.4% | +13.2% | +169.2% | +145.3% |
| 5Y | +112.4% | -2.0% | +114.4% | +96.2% |
| All | +112.4% | -1.7% | +114.1% | +96.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling