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As the advertisers were placing site targeted ads on my site through adsense, I assume they were converting.
Most affiliates place a cookie on the computer of the person who clicks. They explain to you how long that cookie is valid for. Usually 1 - 4 weeks. If the visitor returns and buys later, you still get paid.And as people get annoyed with adverts following them from site to site, the chances are people will clear out their cookies more - therefore losing your commission.