+97,349.8%
ASML vs AJG
+7,484.4%
+89,865.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.7% | +4.8% |
| 7D | +1.1% | -1.8% | +2.9% | +1.9% |
| 30D | +2.2% | +4.6% | -2.5% | -0.2% |
| 3M | -2.3% | +24.9% | -27.2% | -13.5% |
| 6M | +23.0% | +17.2% | +5.8% | +10.9% |
| YTD | +61.1% | +2.2% | +58.9% | +53.4% |
| 1Y | +129.1% | -11.5% | +140.6% | +131.5% |
| 3Y | +165.4% | +16.7% | +148.7% | +127.2% |
| 5Y | +109.5% | +89.6% | +19.8% | +42.3% |
| 10Y | +1,645.7% | +512.4% | +1,133.3% | +594.7% |
| All | +97,349.8% | +7,484.4% | +89,865.3% | +13,484.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling