+1,761.8%
ASML vs AFL
+294.8%
+1,467.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.7% | +3.6% |
| 7D | +6.0% | -0.7% | +6.7% | +6.3% |
| 30D | +1.4% | -7.1% | +8.5% | +4.4% |
| 3M | +1.0% | +0.4% | +0.6% | 0.0% |
| 6M | +37.0% | +4.5% | +32.5% | +32.5% |
| YTD | +65.8% | +6.1% | +59.7% | +58.9% |
| 1Y | +123.1% | +10.6% | +112.5% | +108.7% |
| 3Y | +188.2% | +64.0% | +124.1% | +114.9% |
| 5Y | +115.6% | +133.7% | -18.1% | +32.9% |
| 10Y | +1,761.8% | +298.0% | +1,463.8% | +821.4% |
| All | +1,761.8% | +294.8% | +1,467.1% | +821.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling