+115.6%
ASML vs AJG
+84.4%
+31.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.0% | +6.9% | +3.7% |
| 7D | +6.0% | -3.8% | +9.8% | +6.7% |
| 30D | +1.4% | +1.6% | -0.2% | +0.8% |
| 3M | +1.0% | +18.6% | -17.6% | -5.1% |
| 6M | +37.0% | +10.9% | +26.1% | +31.1% |
| YTD | +65.8% | -2.0% | +67.7% | +66.1% |
| 1Y | +123.1% | -14.9% | +138.1% | +138.5% |
| 3Y | +188.2% | +13.4% | +174.7% | +132.5% |
| 5Y | +115.6% | +83.2% | +32.4% | +3.5% |
| All | +115.6% | +84.4% | +31.2% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling