+358.4%
AVAV vs CASY
+553.2%
-194.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.3% | +10.7% | +10.5% |
| 7D | -10.6% | +1.1% | -11.7% | -10.9% |
| 30D | -18.8% | +8.7% | -27.5% | -20.8% |
| 3M | -34.1% | -17.3% | -16.8% | -31.1% |
| 6M | -35.3% | -19.7% | -15.6% | -32.4% |
| YTD | -53.4% | +24.8% | -78.2% | -57.7% |
| 1Y | -65.6% | +31.9% | -97.5% | -69.3% |
| 3Y | -5.1% | +155.4% | -160.5% | -33.8% |
| 5Y | +18.5% | +250.6% | -232.1% | -28.2% |
| All | +358.4% | +553.2% | -194.8% | +118.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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