+1,395.4%
ASML vs AVAV
+361.4%
+1,034.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +10.5% | -5.4% | +2.9% |
| 7D | -9.0% | -10.6% | +1.6% | -6.9% |
| 30D | -21.0% | -18.8% | -2.2% | -17.6% |
| 3M | -16.3% | -34.1% | +17.8% | -9.5% |
| 6M | -7.5% | -35.3% | +27.8% | -1.4% |
| YTD | +34.0% | -53.4% | +87.4% | +49.0% |
| 1Y | +39.3% | -65.6% | +104.9% | +64.5% |
| 3Y | +128.9% | -5.1% | +133.9% | +102.7% |
| 5Y | +76.1% | +18.5% | +57.6% | +40.5% |
| All | +1,395.4% | +361.4% | +1,034.0% | +900.0% |
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