+143.6%
IBM vs AVAV
+360.4%
-216.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.4% |
| 7D | -1.7% | +9.9% | -11.6% | -3.0% |
| 30D | +10.1% | -5.4% | +15.5% | +10.4% |
| 3M | +4.8% | -36.5% | +41.4% | +9.8% |
| 6M | +12.6% | -25.3% | +37.9% | +14.6% |
| YTD | -13.9% | -48.6% | +34.7% | -9.5% |
| 1Y | -18.7% | -62.1% | +43.4% | -11.8% |
| 3Y | +81.9% | +2.3% | +79.6% | +69.1% |
| 5Y | +148.3% | +35.4% | +112.9% | +114.0% |
| 10Y | +143.6% | +345.1% | -201.4% | +84.7% |
| All | +143.6% | +360.4% | -216.8% | +84.7% |
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