+79.2%
IBM vs AVAV
+1.7%
+77.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.8% | +0.3% |
| 7D | -1.5% | 0.0% | -1.5% | -1.7% |
| 30D | +8.4% | -9.9% | +18.3% | +9.2% |
| 3M | +4.2% | -34.7% | +38.9% | +8.0% |
| 6M | +7.9% | -26.6% | +34.5% | +9.7% |
| YTD | -15.2% | -48.9% | +33.8% | -11.2% |
| 1Y | -18.7% | -63.0% | +44.3% | -13.1% |
| 3Y | +79.2% | +1.6% | +77.6% | +73.1% |
| All | +79.2% | +1.7% | +77.5% | +73.1% |
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