+1,644.6%
ASML vs AVAV
+479.1%
+1,165.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.7% | +5.9% | +4.5% |
| 7D | +1.1% | -2.2% | +3.3% | +1.5% |
| 30D | +2.2% | -13.9% | +16.1% | +5.0% |
| 3M | -2.3% | -29.2% | +26.9% | +3.4% |
| 6M | +23.0% | -36.1% | +59.1% | +31.2% |
| YTD | +61.1% | -40.2% | +101.3% | +70.9% |
| 1Y | +129.1% | -36.2% | +165.3% | +136.9% |
| 3Y | +165.4% | +47.5% | +117.8% | +112.6% |
| 5Y | +109.5% | +39.3% | +70.2% | +62.1% |
| All | +1,644.6% | +479.1% | +1,165.5% | +928.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling