+18.1%
EWZ vs AVAV
-14.7%
+32.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.8% | +8.3% | -1.0% |
| 7D | -4.2% | -24.3% | +20.2% | -2.9% |
| 30D | -26.1% | -28.9% | +2.7% | -24.9% |
| 3M | -12.0% | -39.3% | +27.2% | -10.0% |
| 6M | -19.3% | -38.8% | +19.5% | -17.8% |
| YTD | +0.9% | -57.8% | +58.7% | +4.0% |
| 1Y | +3.4% | -70.9% | +74.3% | +8.7% |
| All | +18.1% | -14.7% | +32.9% | +6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling