+82.7%
ASML vs AFL
+149.6%
-66.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.3% |
| 7D | +4.9% | +2.9% | +2.1% | +4.3% |
| 30D | -9.3% | +8.0% | -17.2% | -11.0% |
| 3M | -19.0% | +5.9% | -24.9% | -20.2% |
| 6M | -5.2% | +11.6% | -16.9% | -8.9% |
| YTD | +40.6% | +17.5% | +23.1% | +32.1% |
| 1Y | +47.5% | +13.3% | +34.2% | +40.4% |
| 3Y | +133.9% | +67.0% | +66.8% | +75.2% |
| All | +82.7% | +149.6% | -66.9% | -1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling