-38.8%
AVAV vs CAPR
-74.5%
+35.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -3.6% | -6.3% | -9.8% |
| 7D | -24.3% | +29.7% | -54.0% | -24.3% |
| 30D | -28.9% | +11.0% | -39.9% | -29.0% |
| 3M | -39.3% | +118.8% | -158.1% | -38.4% |
| 6M | -38.8% | -73.9% | +35.1% | -37.8% |
| All | -38.8% | -74.5% | +35.7% | -37.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling