+129.1%
ASML vs AFL
+11.7%
+117.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.1% | +3.4% |
| 7D | +1.1% | +0.6% | +0.5% | +1.6% |
| 30D | +2.2% | -6.2% | +8.4% | -3.2% |
| 3M | -2.3% | +2.2% | -4.5% | -0.4% |
| 6M | +23.0% | +5.3% | +17.7% | +26.4% |
| YTD | +61.1% | +8.0% | +53.1% | +68.8% |
| 1Y | +129.1% | +10.2% | +118.9% | +152.4% |
| All | +129.1% | +11.7% | +117.4% | +152.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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