-69.0%
AVAV vs CRL
+85.3%
-154.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -7.3% | -1.1% | -6.1% |
| 7D | -10.1% | -12.8% | +2.7% | -6.3% |
| 30D | -18.7% | +5.0% | -23.7% | -19.6% |
| 3M | -33.0% | +39.4% | -72.4% | -39.5% |
| 6M | -37.2% | +89.4% | -126.5% | -49.0% |
| YTD | -53.2% | +63.6% | -116.8% | -60.7% |
| 1Y | -69.0% | +83.5% | -152.4% | -74.7% |
| All | -69.0% | +85.3% | -154.3% | -74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling