+164.9%
ASML vs AVAV
+48.2%
+116.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.7% | +5.9% | +4.4% |
| 7D | +1.1% | -2.2% | +3.3% | +1.4% |
| 30D | +2.2% | -13.9% | +16.1% | +4.3% |
| 3M | -2.3% | -29.2% | +26.9% | +1.7% |
| 6M | +23.0% | -36.1% | +59.1% | +28.8% |
| YTD | +61.1% | -40.2% | +101.3% | +68.1% |
| 1Y | +129.1% | -36.2% | +165.3% | +134.8% |
| All | +164.9% | +48.2% | +116.7% | +142.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling