+75.5%
ASML vs AVTR
-60.1%
+135.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.2% | +2.8% | +4.4% |
| 7D | -9.0% | -3.6% | -5.4% | -7.9% |
| 30D | -21.0% | +0.8% | -21.7% | -21.1% |
| 3M | -16.3% | +17.4% | -33.7% | -20.4% |
| 6M | -7.5% | +83.5% | -91.0% | -25.1% |
| YTD | +34.0% | +35.0% | -1.0% | +18.9% |
| 1Y | +39.3% | +36.7% | +2.6% | +22.7% |
| 3Y | +128.9% | -15.3% | +144.2% | +120.0% |
| All | +75.5% | -60.1% | +135.6% | +155.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling