+702.2%
ASML vs AVTR
+8.1%
+694.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.8% | +3.4% | +5.2% |
| 7D | -0.8% | +1.9% | -2.8% | -1.3% |
| 30D | -14.9% | +1.5% | -16.4% | -15.2% |
| 3M | -13.0% | +17.1% | -30.0% | -17.7% |
| 6M | -4.7% | +91.5% | -96.2% | -25.7% |
| YTD | +42.3% | +38.8% | +3.5% | +23.4% |
| 1Y | +49.7% | +37.7% | +12.0% | +29.6% |
| 3Y | +144.3% | -13.5% | +157.8% | +133.9% |
| 5Y | +86.4% | -59.3% | +145.7% | +141.1% |
| All | +702.2% | +8.1% | +694.1% | +573.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling