+1,395.4%
ASML vs BND
+16.1%
+1,379.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.1% | +5.1% | +5.1% |
| 7D | -9.0% | 0.0% | -9.1% | -9.1% |
| 30D | -21.0% | +2.3% | -23.2% | -22.7% |
| 3M | -16.3% | -0.2% | -16.1% | -16.2% |
| 6M | -7.5% | -1.0% | -6.6% | -6.6% |
| YTD | +34.0% | -0.4% | +34.4% | +34.8% |
| 1Y | +39.3% | -0.1% | +39.4% | +39.8% |
| 3Y | +128.9% | +15.1% | +113.7% | +98.5% |
| 5Y | +76.1% | -1.5% | +77.6% | +73.4% |
| All | +1,395.4% | +16.1% | +1,379.3% | +1,498.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 10y: compounded portfolio wealth divided by compounded BND 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…
10y analysis · Full analysis span regression · 6 months rolling