+67.7%
ASML vs AFRM
-57.5%
+125.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -7.8% | -1.5% | -7.9% |
| 7D | -19.0% | -6.9% | -12.1% | -17.9% |
| 30D | -25.9% | -7.0% | -19.0% | -25.0% |
| 3M | -19.1% | -11.2% | -7.8% | -17.7% |
| 6M | -5.7% | +4.3% | -10.0% | -7.7% |
| YTD | +27.6% | -6.4% | +34.0% | +26.2% |
| 1Y | +30.8% | -2.6% | +33.4% | +27.7% |
| 3Y | +116.2% | +210.6% | -94.3% | +51.1% |
| 5Y | +67.7% | -57.6% | +125.3% | +43.9% |
| All | +67.7% | -57.5% | +125.2% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling