+35.7%
AVAV vs CAPR
+160.6%
-124.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +9.4% | +3.1% | +12.4% |
| 7D | +3.2% | +36.0% | -32.9% | +2.6% |
| 30D | -7.4% | +25.8% | -33.2% | -7.8% |
| 3M | -32.0% | +140.8% | -172.8% | -33.2% |
| 6M | -24.6% | -67.6% | +43.0% | -24.1% |
| YTD | -47.5% | -65.9% | +18.4% | -47.3% |
| 1Y | -61.5% | +66.1% | -127.6% | -63.8% |
| 3Y | +5.5% | +256.9% | -251.4% | -17.7% |
| 5Y | +35.7% | +172.1% | -136.4% | -7.4% |
| All | +35.7% | +160.6% | -124.8% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling