+141.6%
IBM vs AVAV
+358.8%
-217.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.8% | +0.4% |
| 7D | -1.5% | 0.0% | -1.5% | -1.8% |
| 30D | +8.4% | -9.9% | +18.3% | +9.3% |
| 3M | +4.2% | -34.7% | +38.9% | +8.8% |
| 6M | +7.9% | -26.6% | +34.5% | +10.0% |
| YTD | -15.2% | -48.9% | +33.8% | -10.8% |
| 1Y | -18.7% | -63.0% | +44.3% | -11.5% |
| 3Y | +79.2% | +1.6% | +77.6% | +66.7% |
| 5Y | +144.7% | +34.5% | +110.2% | +111.1% |
| 10Y | +141.6% | +359.3% | -217.7% | +84.3% |
| All | +141.6% | +358.8% | -217.2% | +84.3% |
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