+245.4%
EQX vs AVAV
+120.6%
+124.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.2% | -1.7% |
| 7D | +3.8% | +3.2% | +0.6% | +3.3% |
| 30D | +9.4% | -20.3% | +29.7% | +12.6% |
| 3M | +16.8% | -19.4% | +36.3% | +19.4% |
| 6M | -23.7% | -35.3% | +11.6% | -20.2% |
| YTD | -9.6% | -38.5% | +28.9% | -6.2% |
| 1Y | +29.1% | -37.2% | +66.3% | +32.2% |
| 3Y | +175.3% | +31.1% | +144.2% | +143.1% |
| 5Y | +77.3% | +41.0% | +36.2% | +49.8% |
| All | +245.4% | +120.6% | +124.8% | +193.1% |
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 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