+1,054.9%
EBAY vs AVAV
+397.6%
+657.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | -2.0% | +9.9% | -11.8% | -3.7% |
| 30D | +7.0% | -5.4% | +12.4% | +7.3% |
| 3M | +16.1% | -36.5% | +52.6% | +23.3% |
| 6M | +14.1% | -25.3% | +39.4% | +16.3% |
| YTD | +42.1% | -48.6% | +90.7% | +51.1% |
| 1Y | +42.4% | -62.1% | +104.5% | +58.5% |
| 3Y | +223.5% | +2.3% | +221.2% | +188.9% |
| 5Y | +82.8% | +35.4% | +47.4% | +48.8% |
| 10Y | +385.7% | +345.1% | +40.7% | +181.5% |
| All | +1,054.9% | +397.6% | +657.3% | +460.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling