+268.1%
EBAY vs AVAV
+478.0%
-209.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.3% | -0.4% |
| 7D | -3.0% | -3.2% | +0.2% | -2.6% |
| 30D | -3.6% | -25.6% | +22.0% | -0.4% |
| 3M | -4.4% | -20.2% | +15.8% | -2.8% |
| 6M | +12.1% | -38.1% | +50.1% | +16.7% |
| YTD | +19.9% | -41.8% | +61.7% | +24.7% |
| 1Y | +13.4% | -39.0% | +52.4% | +16.6% |
| 3Y | +150.5% | +24.1% | +126.4% | +125.0% |
| 5Y | +54.8% | +53.0% | +1.8% | +30.8% |
| 10Y | +268.1% | +493.8% | -225.8% | +145.7% |
| All | +268.1% | +478.0% | -209.9% | +145.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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