+149.9%
IBM vs AVAV
+423.1%
-273.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +12.6% | -12.1% | -1.0% |
| 7D | -2.5% | +3.2% | -5.7% | -3.1% |
| 30D | +8.4% | -7.4% | +15.8% | +8.9% |
| 3M | +4.5% | -32.0% | +36.5% | +8.6% |
| 6M | +7.9% | -24.6% | +32.4% | +9.7% |
| YTD | -15.2% | -47.5% | +32.3% | -11.1% |
| 1Y | -17.6% | -61.5% | +43.9% | -10.7% |
| 3Y | +82.1% | +5.5% | +76.6% | +68.6% |
| 5Y | +143.3% | +35.7% | +107.6% | +109.8% |
| 10Y | +149.9% | +379.1% | -229.2% | +89.3% |
| All | +149.9% | +423.1% | -273.2% | +89.3% |
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