+147.3%
IBM vs AVAV
+315.4%
-168.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.8% | +1.3% |
| 7D | +1.6% | +4.2% | -2.7% | +1.0% |
| 30D | +9.2% | -2.6% | +11.8% | +9.2% |
| 3M | +4.9% | -38.0% | +42.9% | +10.2% |
| 6M | +16.8% | -27.0% | +43.8% | +19.1% |
| YTD | -14.3% | -51.4% | +37.1% | -9.3% |
| 1Y | -16.7% | -60.2% | +43.5% | -10.1% |
| 3Y | +82.2% | -6.7% | +88.9% | +71.3% |
| 5Y | +149.9% | +28.3% | +121.6% | +116.6% |
| All | +147.3% | +315.4% | -168.2% | +86.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling