+1,767.1%
ASML vs AJG
+472.7%
+1,294.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.8% | -0.7% |
| 7D | +2.8% | -7.4% | +10.2% | +6.2% |
| 30D | -0.2% | -3.0% | +2.7% | +0.7% |
| 3M | -2.6% | +12.8% | -15.4% | -10.5% |
| 6M | +27.9% | +12.8% | +15.0% | +16.1% |
| YTD | +62.4% | -4.7% | +67.2% | +60.3% |
| 1Y | +116.2% | -17.2% | +133.4% | +129.7% |
| 3Y | +182.4% | +10.2% | +172.2% | +132.3% |
| 5Y | +112.4% | +76.9% | +35.5% | +22.3% |
| 10Y | +1,767.1% | +480.5% | +1,286.6% | +423.0% |
| All | +1,767.1% | +472.7% | +1,294.4% | +423.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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