+115.5%
IBM vs AVAV
+39.7%
+75.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.2% |
| 7D | -0.3% | -2.2% | +1.9% | -0.1% |
| 30D | +0.3% | -13.9% | +14.2% | +1.4% |
| 3M | -21.6% | -29.2% | +7.6% | -19.9% |
| 6M | -4.7% | -36.1% | +31.4% | -2.3% |
| YTD | -19.1% | -40.2% | +21.1% | -16.9% |
| 1Y | -2.5% | -36.2% | +33.7% | -0.5% |
| 3Y | +74.2% | +47.5% | +26.6% | +67.3% |
| All | +115.5% | +39.7% | +75.8% | +108.2% |
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