+80.4%
IBM vs AVAV
-5.8%
+86.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.5% | -11.3% | -1.8% |
| 7D | -5.0% | -10.6% | +5.6% | -4.1% |
| 30D | +11.1% | -18.8% | +29.9% | +13.0% |
| 3M | +5.7% | -34.1% | +39.8% | +9.5% |
| 6M | +10.1% | -35.3% | +45.4% | +13.3% |
| YTD | -15.6% | -53.4% | +37.8% | -10.9% |
| 1Y | -19.5% | -65.6% | +46.1% | -13.3% |
| 3Y | +80.4% | -5.1% | +85.5% | +77.4% |
| All | +80.4% | -5.8% | +86.2% | +77.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling