+40.4%
AVAV vs CASY
+276.6%
-236.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | -2.2% | +0.1% | -2.3% | -2.3% |
| 30D | -13.9% | -11.3% | -2.6% | -12.5% |
| 3M | -29.2% | -0.6% | -28.6% | -29.6% |
| 6M | -36.1% | +10.7% | -46.8% | -38.0% |
| YTD | -40.2% | +37.1% | -77.3% | -44.3% |
| 1Y | -36.2% | +52.3% | -88.5% | -41.6% |
| 3Y | +47.5% | +215.2% | -167.7% | +16.0% |
| All | +40.4% | +276.6% | -236.2% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling