+114.2%
ASML vs AJG
-17.2%
+131.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.6% |
| 7D | +2.5% | -8.5% | +11.0% | -1.9% |
| 30D | -6.2% | -3.8% | -2.5% | -7.7% |
| 3M | -2.6% | +10.8% | -13.4% | +2.7% |
| 6M | +22.4% | +15.6% | +6.8% | +31.7% |
| YTD | +58.5% | -5.1% | +63.6% | +63.4% |
| 1Y | +114.2% | -16.0% | +130.2% | +119.4% |
| All | +114.2% | -17.2% | +131.4% | +119.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling