+82.7%
ASML vs AGG
-1.7%
+84.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | +4.9% | -1.5% | +6.5% | +6.6% |
| 30D | -9.3% | +0.6% | -9.9% | -10.0% |
| 3M | -19.0% | -1.6% | -17.4% | -17.7% |
| 6M | -5.2% | -1.6% | -3.6% | -3.6% |
| YTD | +40.6% | -1.5% | +42.1% | +43.2% |
| 1Y | +47.5% | -1.1% | +48.6% | +49.7% |
| 3Y | +133.9% | +13.6% | +120.2% | +102.0% |
| All | +82.7% | -1.7% | +84.4% | +54.3% |
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 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