+1,504.8%
ASML vs AFL
+348.2%
+1,156.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.9% | +5.3% | +5.8% |
| 7D | -0.8% | +0.5% | -1.4% | -1.1% |
| 30D | -14.9% | +9.3% | -24.2% | -18.2% |
| 3M | -13.0% | +1.0% | -14.0% | -13.7% |
| 6M | -4.7% | +11.8% | -16.5% | -10.4% |
| YTD | +42.3% | +15.3% | +27.0% | +31.3% |
| 1Y | +49.7% | +12.1% | +37.7% | +39.7% |
| 3Y | +144.3% | +65.0% | +79.3% | +82.8% |
| 5Y | +86.4% | +149.1% | -62.8% | +12.0% |
| 10Y | +1,504.8% | +340.9% | +1,163.9% | +661.5% |
| All | +1,504.8% | +348.2% | +1,156.7% | +661.5% |
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