+1,605.4%
EQIX vs AVAV
+478.6%
+1,126.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.3% | -0.3% |
| 7D | -0.8% | -2.2% | +1.4% | -0.5% |
| 30D | -1.4% | -13.9% | +12.5% | +0.2% |
| 3M | -4.4% | -29.2% | +24.8% | -1.5% |
| 6M | +7.9% | -36.1% | +44.1% | +11.9% |
| YTD | +37.3% | -40.2% | +77.5% | +41.6% |
| 1Y | +37.8% | -36.2% | +74.0% | +39.7% |
| 3Y | +42.0% | +47.5% | -5.5% | +20.6% |
| 5Y | +29.6% | +39.3% | -9.6% | +7.2% |
| 10Y | +238.3% | +482.6% | -244.2% | +99.3% |
| All | +1,605.4% | +478.6% | +1,126.8% | +737.0% |
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 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