-4.3%
CAG vs AVAV
-63.5%
+59.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.1% | -0.8% |
| 7D | +6.6% | 0.0% | +6.7% | +6.8% |
| 30D | +13.9% | -9.9% | +23.8% | +13.8% |
| 3M | +4.0% | -34.7% | +38.7% | +3.1% |
| 6M | +10.0% | -26.6% | +36.6% | +10.1% |
| YTD | -6.1% | -48.9% | +42.8% | -5.7% |
| 1Y | -4.3% | -63.0% | +58.7% | -6.2% |
| All | -4.3% | -63.5% | +59.2% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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