+238.6%
EQIX vs AVAV
+516.1%
-277.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | +0.3% |
| 7D | +1.3% | +3.2% | -1.9% | +1.1% |
| 30D | +0.3% | -20.3% | +20.7% | +2.0% |
| 3M | -1.6% | -19.4% | +17.9% | -0.5% |
| 6M | +12.2% | -35.3% | +47.4% | +14.9% |
| YTD | +38.0% | -38.5% | +76.5% | +40.7% |
| 1Y | +38.9% | -37.2% | +76.1% | +40.6% |
| 3Y | +43.8% | +31.1% | +12.7% | +29.1% |
| 5Y | +30.4% | +41.0% | -10.7% | +12.4% |
| 10Y | +238.6% | +508.8% | -270.2% | +164.0% |
| All | +238.6% | +516.1% | -277.5% | +164.0% |
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