-14.1%
AVAV vs CASY
+154.8%
-168.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | +2.2% | -12.0% | -10.1% |
| 7D | -24.3% | +1.8% | -26.2% | -24.5% |
| 30D | -28.9% | +11.2% | -40.1% | -29.8% |
| 3M | -39.3% | -19.1% | -20.2% | -38.0% |
| 6M | -38.8% | -19.9% | -18.9% | -37.3% |
| YTD | -57.8% | +25.2% | -83.0% | -59.7% |
| 1Y | -70.9% | +31.6% | -102.5% | -72.3% |
| All | -14.1% | +154.8% | -168.8% | -22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling