+164.9%
ASML vs AVTR
-31.1%
+196.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.6% | +4.5% |
| 7D | +1.1% | +2.7% | -1.6% | +0.5% |
| 30D | +2.2% | +12.1% | -9.9% | -0.2% |
| 3M | -2.3% | +57.2% | -59.5% | -12.3% |
| 6M | +23.0% | +73.1% | -50.1% | +7.7% |
| YTD | +61.1% | +30.6% | +30.4% | +49.0% |
| 1Y | +129.1% | +13.5% | +115.6% | +114.1% |
| All | +164.9% | -31.1% | +196.0% | +172.1% |
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