+233.4%
EQX vs AVAV
+118.1%
+115.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +4.5% | -9.5% | -5.7% |
| 7D | -7.0% | -0.1% | -6.9% | -7.1% |
| 30D | +4.8% | -25.0% | +29.8% | +8.8% |
| 3M | +25.6% | -15.0% | +40.6% | +27.3% |
| 6M | -25.8% | -33.6% | +7.8% | -22.8% |
| YTD | -12.7% | -39.2% | +26.5% | -9.4% |
| 1Y | +14.1% | -40.5% | +54.5% | +17.5% |
| 3Y | +165.7% | +29.6% | +136.1% | +134.8% |
| 5Y | +81.2% | +56.7% | +24.5% | +51.1% |
| All | +233.4% | +118.1% | +115.3% | +183.1% |
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