+12,066.4%
ASML vs AGG
+97.9%
+11,968.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | 0.0% | +6.2% | +6.2% |
| 7D | -0.8% | +0.4% | -1.3% | -0.9% |
| 30D | -14.9% | +2.1% | -17.0% | -15.1% |
| 3M | -13.0% | -0.3% | -12.6% | -12.9% |
| 6M | -4.7% | -0.9% | -3.8% | -4.6% |
| YTD | +42.3% | -0.3% | +42.6% | +42.4% |
| 1Y | +49.7% | 0.0% | +49.7% | +49.8% |
| 3Y | +144.3% | +15.3% | +129.0% | +142.1% |
| 5Y | +86.4% | -1.4% | +87.7% | +77.7% |
| 10Y | +1,504.8% | +16.9% | +1,488.0% | +1,591.7% |
| All | +12,066.4% | +97.9% | +11,968.4% | +16,780.3% |
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