+129.1%
ASML vs AVTR
+16.8%
+112.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.6% | +4.3% |
| 7D | +1.1% | +2.7% | -1.6% | +0.8% |
| 30D | +2.2% | +12.1% | -9.9% | +0.8% |
| 3M | -2.3% | +57.2% | -59.5% | -9.2% |
| 6M | +23.0% | +73.1% | -50.1% | +11.9% |
| YTD | +61.1% | +30.6% | +30.4% | +50.0% |
| 1Y | +129.1% | +13.5% | +115.6% | +108.5% |
| All | +129.1% | +16.8% | +112.3% | +108.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 1y: compounded portfolio wealth divided by compounded AVTR 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…
1y analysis · Full analysis span regression · 6 months rolling