+117.9%
ASML vs AFRM
+210.7%
-92.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -7.8% | -1.5% | -8.1% |
| 7D | -19.0% | -6.9% | -12.1% | -18.1% |
| 30D | -25.9% | -7.0% | -19.0% | -25.1% |
| 3M | -19.1% | -11.2% | -7.8% | -17.9% |
| 6M | -5.7% | +4.3% | -10.0% | -7.3% |
| YTD | +27.6% | -6.4% | +34.0% | +26.5% |
| 1Y | +30.8% | -2.6% | +33.4% | +28.3% |
| All | +117.9% | +210.7% | -92.8% | +97.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling