+1,553.7%
ASML vs AJG
+545.8%
+1,007.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | -2.9% | +3.4% | -6.2% | -4.3% |
| 30D | -15.2% | +21.5% | -36.7% | -22.4% |
| 3M | -12.9% | +12.3% | -25.2% | -18.3% |
| 6M | -5.0% | +43.0% | -48.0% | -23.0% |
| YTD | +41.8% | +10.2% | +31.6% | +30.0% |
| 1Y | +46.0% | +13.9% | +32.1% | +30.7% |
| 3Y | +133.5% | +17.2% | +116.3% | +90.3% |
| 5Y | +93.0% | +84.6% | +8.3% | +10.9% |
| All | +1,553.7% | +545.8% | +1,007.8% | +340.1% |
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