+326.6%
AVAV vs CASY
+3,206.6%
-2,880.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | +2.2% | -12.0% | -10.4% |
| 7D | -24.3% | +1.8% | -26.2% | -24.7% |
| 30D | -28.9% | +11.2% | -40.1% | -30.8% |
| 3M | -39.3% | -19.1% | -20.2% | -36.6% |
| 6M | -38.8% | -19.9% | -18.9% | -36.4% |
| YTD | -57.8% | +25.2% | -83.0% | -60.9% |
| 1Y | -70.9% | +31.6% | -102.5% | -73.3% |
| 3Y | -14.8% | +155.4% | -170.2% | -35.4% |
| 5Y | +7.3% | +251.5% | -244.2% | -26.1% |
| 10Y | +325.3% | +558.6% | -233.3% | +147.5% |
| All | +326.6% | +3,206.6% | -2,880.1% | +90.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling