+46.1%
ASML vs AVAV
-68.0%
+114.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -8.3% | +4.7% | -2.4% |
| 7D | -10.0% | -10.1% | +0.1% | -8.6% |
| 30D | -19.4% | -18.7% | -0.7% | -17.1% |
| 3M | -12.5% | -33.0% | +20.5% | -7.9% |
| 6M | +8.2% | -37.2% | +45.4% | +13.4% |
| YTD | +40.7% | -53.2% | +93.9% | +48.4% |
| 1Y | +46.1% | -69.0% | +115.1% | +66.1% |
| All | +46.1% | -68.0% | +114.2% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 1y: compounded portfolio wealth divided by compounded AVAV 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…
1y analysis · Full analysis span regression · 6 months rolling