+206.4%
ASML vs AFRM
-16.8%
+223.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +5.0% | -8.6% | -4.5% |
| 7D | -10.0% | +3.1% | -13.1% | -10.5% |
| 30D | -19.4% | +1.1% | -20.6% | -19.7% |
| 3M | -12.5% | -3.2% | -9.2% | -12.5% |
| 6M | +8.2% | +12.7% | -4.5% | +4.7% |
| YTD | +40.7% | +1.6% | +39.2% | +37.3% |
| 1Y | +46.1% | +5.9% | +40.3% | +40.8% |
| 3Y | +138.5% | +237.0% | -98.5% | +70.7% |
| 5Y | +84.2% | -55.1% | +139.3% | +47.4% |
| All | +206.4% | -16.8% | +223.2% | +127.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling