+500.7%
AVAV vs CAPR
-75.6%
+576.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.8% |
| 7D | -2.2% | -2.0% | -0.2% | -2.2% |
| 30D | -13.9% | +139.2% | -153.1% | -15.7% |
| 3M | -29.2% | -66.4% | +37.1% | -28.7% |
| 6M | -36.1% | -63.1% | +27.0% | -35.8% |
| YTD | -40.2% | -67.4% | +27.2% | -39.8% |
| 1Y | -36.2% | +58.2% | -94.5% | -40.7% |
| 3Y | +47.5% | +42.2% | +5.3% | +32.4% |
| 5Y | +39.3% | +87.3% | -48.0% | +22.2% |
| All | +500.7% | -75.6% | +576.4% | +407.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling