+149.6%
IBM vs AVAV
+361.4%
-211.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.5% | -11.3% | -2.0% |
| 7D | -5.0% | -10.6% | +5.6% | -3.9% |
| 30D | +11.1% | -18.8% | +29.9% | +13.5% |
| 3M | +5.7% | -34.1% | +39.8% | +10.3% |
| 6M | +10.1% | -35.3% | +45.4% | +14.0% |
| YTD | -15.6% | -53.4% | +37.8% | -10.2% |
| 1Y | -19.5% | -65.6% | +46.1% | -11.6% |
| 3Y | +80.4% | -5.1% | +85.5% | +69.3% |
| 5Y | +140.0% | +18.5% | +121.5% | +110.7% |
| All | +149.6% | +361.4% | -211.8% | +91.3% |
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