+108.6%
ASML vs AFL
+135.6%
-27.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.1% | +4.4% |
| 7D | +1.1% | +0.6% | +0.5% | +0.9% |
| 30D | +2.2% | -6.2% | +8.4% | +3.9% |
| 3M | -2.3% | +2.2% | -4.5% | -3.8% |
| 6M | +23.0% | +5.3% | +17.7% | +19.5% |
| YTD | +61.1% | +8.0% | +53.1% | +54.8% |
| 1Y | +129.1% | +10.2% | +118.9% | +117.2% |
| 3Y | +165.4% | +67.1% | +98.3% | +92.8% |
| All | +108.6% | +135.6% | -27.1% | +16.0% |
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