+396.8%
IBM vs AVAV
+308.3%
+88.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -9.8% | +7.0% | -1.6% |
| 7D | -4.3% | -24.3% | +20.0% | -1.0% |
| 30D | +11.7% | -28.9% | +40.6% | +16.4% |
| 3M | +5.5% | -39.3% | +44.8% | +12.0% |
| 6M | +9.5% | -38.8% | +48.2% | +14.7% |
| YTD | -14.9% | -57.8% | +42.9% | -7.5% |
| 1Y | -17.4% | -70.9% | +53.5% | -6.1% |
| 3Y | +83.3% | -14.8% | +98.1% | +73.1% |
| 5Y | +142.1% | +7.3% | +134.8% | +112.1% |
| 10Y | +157.2% | +325.3% | -168.2% | +70.6% |
| All | +396.8% | +308.3% | +88.4% | +193.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling