-16.0%
CAG vs AVAV
-40.1%
+24.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.4% | -1.1% |
| 7D | -6.6% | -3.2% | -3.5% | -6.7% |
| 30D | +2.3% | -25.6% | +27.9% | +1.6% |
| 3M | +16.3% | -20.2% | +36.5% | +16.2% |
| 6M | -16.0% | -38.1% | +22.0% | -16.8% |
| YTD | -7.7% | -41.8% | +34.1% | -8.3% |
| 1Y | -16.0% | -39.0% | +23.0% | -26.6% |
| All | -16.0% | -40.1% | +24.1% | -26.6% |
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