+713.4%
ASML vs AVTR
+6.9%
+706.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.7% | +1.4% |
| 7D | +2.5% | +0.5% | +2.0% | +2.5% |
| 30D | -12.2% | +1.5% | -13.8% | -12.6% |
| 3M | -14.6% | +14.2% | -28.8% | -18.6% |
| 6M | -1.7% | +97.4% | -99.1% | -24.2% |
| YTD | +44.3% | +37.3% | +7.0% | +25.6% |
| 1Y | +51.0% | +36.8% | +14.2% | +31.0% |
| 3Y | +137.6% | -15.2% | +152.8% | +129.3% |
| 5Y | +92.7% | -59.2% | +151.9% | +148.8% |
| All | +713.4% | +6.9% | +706.6% | +585.5% |
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 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