+267.7%
EQIX vs AVAV
+423.1%
-155.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +12.6% | -8.5% | +3.1% |
| 7D | +6.1% | +3.2% | +3.0% | +5.7% |
| 30D | +2.8% | -7.4% | +10.2% | +3.2% |
| 3M | +1.6% | -32.0% | +33.6% | +4.4% |
| 6M | -0.7% | -24.6% | +23.9% | +0.2% |
| YTD | +39.7% | -47.5% | +87.2% | +43.9% |
| 1Y | +30.6% | -61.5% | +92.1% | +38.2% |
| 3Y | +48.4% | +5.5% | +43.0% | +35.6% |
| 5Y | +46.0% | +35.7% | +10.3% | +25.6% |
| 10Y | +267.7% | +379.1% | -111.4% | +202.4% |
| All | +267.7% | +423.1% | -155.5% | +202.4% |
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