+11,354.8%
ASML vs AGG
+97.8%
+11,257.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.1% | +5.1% | +5.0% |
| 7D | -9.0% | +0.2% | -9.2% | -9.0% |
| 30D | -21.0% | +2.4% | -23.3% | -21.2% |
| 3M | -16.3% | -0.2% | -16.1% | -16.3% |
| 6M | -7.5% | -1.0% | -6.6% | -7.4% |
| YTD | +34.0% | -0.4% | +34.3% | +34.1% |
| 1Y | +39.3% | -0.1% | +39.3% | +39.4% |
| 3Y | +128.9% | +15.3% | +113.6% | +126.8% |
| 5Y | +76.1% | -1.3% | +77.4% | +68.0% |
| 10Y | +1,428.4% | +15.4% | +1,413.0% | +1,495.5% |
| All | +11,354.8% | +97.8% | +11,257.0% | +15,793.5% |
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