+23.0%
ASML vs AFL
+5.6%
+17.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.1% | +3.2% |
| 7D | +1.1% | +0.6% | +0.5% | +1.7% |
| 30D | +2.2% | -6.2% | +8.4% | -5.0% |
| 3M | -2.3% | +2.2% | -4.5% | -0.3% |
| 6M | +23.0% | +5.3% | +17.7% | +22.4% |
| All | +23.0% | +5.6% | +17.3% | +22.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling