-14.1%
AVAV vs CAPR
+200.7%
-214.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -3.6% | -6.3% | -9.8% |
| 7D | -24.3% | +29.7% | -54.0% | -24.6% |
| 30D | -28.9% | +11.0% | -39.9% | -29.0% |
| 3M | -39.3% | +118.8% | -158.1% | -39.9% |
| 6M | -38.8% | -73.9% | +35.1% | -38.4% |
| YTD | -57.8% | -70.2% | +12.4% | -57.6% |
| 1Y | -70.9% | +38.3% | -109.2% | -71.8% |
| All | -14.1% | +200.7% | -214.8% | -32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling