+9.2%
EQX vs AVAV
-68.0%
+77.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -8.3% | +21.1% | +13.9% |
| 7D | +7.6% | -10.1% | +17.7% | +8.9% |
| 30D | +0.4% | -18.7% | +19.2% | +3.2% |
| 3M | +18.0% | -33.0% | +51.0% | +24.5% |
| 6M | -18.4% | -37.2% | +18.8% | -13.5% |
| YTD | -19.3% | -53.2% | +33.9% | -16.0% |
| 1Y | +9.2% | -69.0% | +78.2% | +15.0% |
| All | +9.2% | -68.0% | +77.3% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling