+873.5%
EBAY vs AVAV
+478.6%
+394.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -2.0% |
| 7D | -2.1% | -2.2% | +0.1% | -1.8% |
| 30D | -6.7% | -13.9% | +7.2% | -4.8% |
| 3M | -5.0% | -29.2% | +24.3% | -1.1% |
| 6M | +14.6% | -36.1% | +50.8% | +20.2% |
| YTD | +19.8% | -40.2% | +60.0% | +25.4% |
| 1Y | +12.6% | -36.2% | +48.8% | +15.6% |
| 3Y | +141.0% | +47.5% | +93.5% | +102.6% |
| 5Y | +47.5% | +39.3% | +8.3% | +20.6% |
| 10Y | +263.3% | +482.6% | -219.3% | +101.7% |
| All | +873.5% | +478.6% | +394.9% | +364.9% |
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