+345.1%
AVAV vs CAPR
-59.1%
+404.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +26.5% | -25.8% | +0.2% |
| 7D | +9.9% | +25.8% | -15.9% | +9.3% |
| 30D | -5.4% | +50.2% | -55.6% | -6.3% |
| 3M | -36.5% | +185.5% | -222.0% | -38.2% |
| 6M | -25.3% | -64.8% | +39.6% | -24.9% |
| YTD | -48.6% | -61.1% | +12.6% | -48.5% |
| 1Y | -62.1% | +81.0% | -143.1% | -64.8% |
| 3Y | +2.3% | +300.7% | -298.4% | -10.7% |
| 5Y | +35.4% | +223.3% | -188.0% | +17.1% |
| 10Y | +345.1% | -58.8% | +403.8% | +269.6% |
| All | +345.1% | -59.1% | +404.1% | +269.6% |
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