+807.9%
ASML vs AVTR
+1.7%
+806.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.6% | +4.7% |
| 7D | +1.1% | +2.7% | -1.6% | +0.1% |
| 30D | +2.2% | +12.1% | -9.9% | -1.9% |
| 3M | -2.3% | +57.2% | -59.5% | -18.0% |
| 6M | +23.0% | +73.1% | -50.1% | -0.7% |
| YTD | +61.1% | +30.6% | +30.4% | +42.6% |
| 1Y | +129.1% | +13.5% | +115.6% | +107.3% |
| 3Y | +165.4% | -31.0% | +196.4% | +177.8% |
| 5Y | +109.5% | -63.2% | +172.7% | +180.6% |
| All | +807.9% | +1.7% | +806.2% | +678.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling