+19.6%
AVAV vs CAPR
+142.6%
-123.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +4.7% | +5.8% | +10.4% |
| 7D | -10.6% | +41.1% | -51.7% | -11.1% |
| 30D | -18.8% | +11.1% | -29.9% | -19.0% |
| 3M | -34.1% | +115.3% | -149.4% | -35.2% |
| 6M | -35.3% | -73.8% | +38.5% | -34.7% |
| YTD | -53.4% | -68.8% | +15.4% | -53.1% |
| 1Y | -65.6% | +43.3% | -109.0% | -67.5% |
| 3Y | -5.1% | +214.7% | -219.8% | -25.6% |
| All | +19.6% | +142.6% | -123.0% | -22.5% |
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 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