+191.7%
ASML vs AFRM
-25.1%
+216.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.2% | +7.2% | +5.4% |
| 7D | -9.0% | -7.3% | -1.7% | -7.8% |
| 30D | -21.0% | -9.6% | -11.4% | -19.7% |
| 3M | -16.3% | -11.1% | -5.2% | -15.1% |
| 6M | -7.5% | +3.9% | -11.4% | -9.2% |
| YTD | +34.0% | -8.5% | +42.5% | +33.2% |
| 1Y | +39.3% | +3.3% | +36.0% | +34.9% |
| 3Y | +128.9% | +213.7% | -84.9% | +65.9% |
| 5Y | +76.1% | -58.5% | +134.6% | +43.2% |
| All | +191.7% | -25.1% | +216.8% | +121.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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