+117.9%
ASML vs AVAV
-14.7%
+132.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -9.8% | +0.5% | -7.7% |
| 7D | -19.0% | -24.3% | +5.3% | -15.3% |
| 30D | -25.9% | -28.9% | +2.9% | -21.9% |
| 3M | -19.1% | -39.3% | +20.2% | -12.9% |
| 6M | -5.7% | -38.8% | +33.0% | 0.0% |
| YTD | +27.6% | -57.8% | +85.4% | +40.5% |
| 1Y | +30.8% | -70.9% | +101.7% | +52.6% |
| All | +117.9% | -14.7% | +132.6% | +108.9% |
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