+1,062.8%
EBAY vs AVAV
+394.0%
+668.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.7% | +4.8% | +2.5% |
| 7D | +4.1% | 0.0% | +4.2% | +3.7% |
| 30D | +10.1% | -9.9% | +20.0% | +11.2% |
| 3M | +15.0% | -34.7% | +49.7% | +21.6% |
| 6M | +15.4% | -26.6% | +42.0% | +17.9% |
| YTD | +43.1% | -48.9% | +92.1% | +52.3% |
| 1Y | +46.9% | -63.0% | +109.9% | +64.1% |
| 3Y | +225.8% | +1.6% | +224.2% | +191.2% |
| 5Y | +84.2% | +34.5% | +49.7% | +50.1% |
| 10Y | +397.4% | +359.3% | +38.1% | +186.1% |
| All | +1,062.8% | +394.0% | +668.8% | +464.8% |
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