+82.5%
EQX vs AVAV
+33.5%
+49.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.4% | +7.0% | +2.4% |
| 7D | +1.7% | -3.2% | +4.9% | +2.2% |
| 30D | +11.1% | -25.6% | +36.7% | +15.5% |
| 3M | +23.1% | -20.2% | +43.3% | +25.9% |
| 6M | -21.8% | -38.1% | +16.2% | -17.8% |
| YTD | -8.1% | -41.8% | +33.7% | -4.1% |
| 1Y | +29.7% | -39.0% | +68.7% | +32.9% |
| 3Y | +179.9% | +24.1% | +155.8% | +143.7% |
| 5Y | +82.5% | +53.0% | +29.5% | +42.1% |
| All | +82.5% | +33.5% | +49.0% | +42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling