-19.3%
EWZ vs AVAV
-43.9%
+24.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.8% | +8.3% | -1.3% |
| 7D | -4.2% | -24.3% | +20.2% | -3.7% |
| 30D | -26.1% | -28.9% | +2.7% | -25.5% |
| 3M | -12.0% | -39.3% | +27.2% | -11.1% |
| 6M | -19.3% | -38.8% | +19.5% | -19.1% |
| All | -19.3% | -43.9% | +24.7% | -19.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling