+150.1%
IBM vs AVAV
+28.1%
+122.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.8% | +1.2% |
| 7D | +1.6% | +4.2% | -2.7% | +1.2% |
| 30D | +9.2% | -2.6% | +11.8% | +9.2% |
| 3M | +4.9% | -38.0% | +42.9% | +8.4% |
| 6M | +16.8% | -27.0% | +43.8% | +18.4% |
| YTD | -14.3% | -51.4% | +37.1% | -10.8% |
| 1Y | -16.7% | -60.2% | +43.5% | -12.5% |
| 3Y | +82.2% | -6.7% | +88.9% | +79.9% |
| All | +150.1% | +28.1% | +122.0% | +141.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling