+699.3%
ASML vs AVTR
+5.8%
+693.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.8% | +0.4% |
| 7D | -2.9% | -0.1% | -2.7% | -2.7% |
| 30D | -15.2% | -0.6% | -14.6% | -14.9% |
| 3M | -12.9% | +13.4% | -26.3% | -16.8% |
| 6M | -5.0% | +87.4% | -92.4% | -25.4% |
| YTD | +41.8% | +35.9% | +5.9% | +23.8% |
| 1Y | +46.0% | +35.4% | +10.7% | +27.2% |
| 3Y | +133.5% | -16.1% | +149.6% | +126.1% |
| 5Y | +93.0% | -59.4% | +152.4% | +149.4% |
| All | +699.3% | +5.8% | +693.6% | +575.9% |
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