+619.2%
ASML vs AVTR
+2.9%
+616.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.3% | -6.1% | -8.2% |
| 7D | -19.0% | -9.2% | -9.8% | -16.2% |
| 30D | -25.9% | -1.9% | -24.1% | -25.4% |
| 3M | -19.1% | +13.3% | -32.4% | -22.7% |
| 6M | -5.7% | +88.1% | -93.8% | -26.1% |
| YTD | +27.6% | +32.1% | -4.5% | +12.4% |
| 1Y | +30.8% | +30.7% | 0.0% | +15.2% |
| 3Y | +116.2% | -17.6% | +133.8% | +110.3% |
| 5Y | +67.7% | -60.3% | +128.0% | +118.4% |
| All | +619.2% | +2.9% | +616.3% | +513.6% |
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