+117.9%
ASML vs AVTR
-17.4%
+135.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.3% | -6.1% | -8.7% |
| 7D | -19.0% | -9.2% | -9.8% | -17.4% |
| 30D | -25.9% | -1.9% | -24.1% | -25.6% |
| 3M | -19.1% | +13.3% | -32.4% | -21.1% |
| 6M | -5.7% | +88.1% | -93.8% | -18.8% |
| YTD | +27.6% | +32.1% | -4.5% | +17.8% |
| 1Y | +30.8% | +30.7% | 0.0% | +20.8% |
| All | +117.9% | -17.4% | +135.3% | +131.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling