+128.9%
ASML vs AFL
+60.8%
+68.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.7% | +6.7% | +4.7% |
| 7D | -9.0% | +0.1% | -9.2% | -9.0% |
| 30D | -21.0% | +10.0% | -31.0% | -19.6% |
| 3M | -16.3% | -1.6% | -14.7% | -16.2% |
| 6M | -7.5% | +10.5% | -18.0% | -6.5% |
| YTD | +34.0% | +14.3% | +19.7% | +35.2% |
| 1Y | +39.3% | +11.4% | +27.9% | +40.7% |
| 3Y | +128.9% | +62.4% | +66.4% | +133.4% |
| All | +128.9% | +60.8% | +68.1% | +133.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling