-19.3%
IBM vs AVAV
-63.5%
+44.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.3% |
| 7D | -2.2% | 0.0% | -2.2% | -2.4% |
| 30D | +7.7% | -9.9% | +17.6% | +8.7% |
| 3M | +3.5% | -34.7% | +38.2% | +8.4% |
| 6M | +7.2% | -26.6% | +33.8% | +9.4% |
| YTD | -15.8% | -48.9% | +33.2% | -8.9% |
| 1Y | -19.3% | -63.0% | +43.7% | -7.5% |
| All | -19.3% | -63.5% | +44.2% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling