+13,669.3%
ASML vs AGG
+98.1%
+13,571.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.2% |
| 7D | +1.1% | -0.2% | +1.3% | +1.1% |
| 30D | +2.2% | -0.4% | +2.6% | +2.2% |
| 3M | -2.3% | -0.7% | -1.6% | -2.2% |
| 6M | +23.0% | -1.5% | +24.5% | +23.2% |
| YTD | +61.1% | -0.3% | +61.3% | +61.2% |
| 1Y | +129.1% | +1.3% | +127.8% | +129.1% |
| 3Y | +165.4% | +13.2% | +152.1% | +163.0% |
| 5Y | +109.5% | -1.4% | +110.9% | +99.6% |
| 10Y | +1,645.7% | +14.9% | +1,630.9% | +1,712.7% |
| All | +13,669.3% | +98.1% | +13,571.2% | +19,001.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling