+1,323.9%
ASML vs AVAV
+317.7%
+1,006.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -9.8% | +0.5% | -7.3% |
| 7D | -19.0% | -24.3% | +5.3% | -14.2% |
| 30D | -25.9% | -28.9% | +2.9% | -20.6% |
| 3M | -19.1% | -39.3% | +20.2% | -11.0% |
| 6M | -5.7% | -38.8% | +33.0% | +1.7% |
| YTD | +27.6% | -57.8% | +85.4% | +44.8% |
| 1Y | +30.8% | -70.9% | +101.7% | +59.9% |
| 3Y | +116.2% | -14.8% | +131.0% | +95.9% |
| 5Y | +67.7% | +7.3% | +60.4% | +36.6% |
| All | +1,323.9% | +317.7% | +1,006.3% | +872.2% |
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