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  • LLY vs AJG✓SelectedUSD · AJGLLY vs AJG performance historyLatest closeAs of-2.21%09/08
Stock and ETF performance explorer

LLY vs AJG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+17,170.1%
AJG return
+11,671.2%
Excess return
+5,498.8%
Maximum drawdown
-68.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioAJGExcessAlpha
1D-2.2%-4.0%+1.8%-1.2%
7D-3.1%-3.8%+0.7%-2.2%
30D-5.1%+1.6%-6.7%-5.5%
3M-2.1%+18.6%-20.7%-6.3%
6M+13.8%+10.9%+3.0%+10.4%
YTD+5.1%-2.0%+7.0%+4.8%
1Y+53.1%-14.9%+68.1%+57.9%
3Y+95.6%+13.4%+82.2%+86.7%
5Y+361.5%+83.2%+278.3%+288.6%
10Y+1,545.2%+484.3%+1,060.9%+949.5%
All+17,170.1%+11,671.2%+5,498.8%+6,621.5%

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 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