+302.6%
EWY vs AVAV
+407.8%
-105.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +12.6% | -8.9% | +1.4% |
| 7D | -6.3% | +3.2% | -9.4% | -6.8% |
| 30D | -19.8% | -7.4% | -12.4% | -18.8% |
| 3M | -14.4% | -32.0% | +17.6% | -8.8% |
| 6M | -25.3% | -24.6% | -0.7% | -22.8% |
| YTD | +46.2% | -47.5% | +93.7% | +57.5% |
| 1Y | +58.3% | -61.5% | +119.8% | +79.7% |
| 3Y | +155.0% | +5.5% | +149.5% | +126.3% |
| 5Y | +99.5% | +35.7% | +63.7% | +58.9% |
| 10Y | +219.4% | +379.1% | -159.7% | +68.1% |
| All | +302.6% | +407.8% | -105.2% | +69.4% |
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