+164.9%
ASML vs AFRM
+232.3%
-67.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.6% | +6.8% | +4.6% |
| 7D | +1.1% | -7.0% | +8.1% | +2.2% |
| 30D | +2.2% | -7.8% | +10.0% | +3.2% |
| 3M | -2.3% | +5.3% | -7.6% | -3.6% |
| 6M | +23.0% | +42.6% | -19.7% | +15.0% |
| YTD | +61.1% | -2.8% | +63.9% | +59.1% |
| 1Y | +129.1% | -19.3% | +148.4% | +131.1% |
| All | +164.9% | +232.3% | -67.4% | +103.4% |
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