-39.2%
CAG vs AVAV
+34.3%
-73.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +12.6% | -12.3% | +0.6% |
| 7D | +4.6% | +3.2% | +1.4% | +4.7% |
| 30D | +14.7% | -7.4% | +22.1% | +14.7% |
| 3M | +2.4% | -32.0% | +34.4% | +1.9% |
| 6M | +10.7% | -24.6% | +35.3% | +10.7% |
| YTD | -5.5% | -47.5% | +42.0% | -5.9% |
| 1Y | -4.6% | -61.5% | +56.9% | -5.3% |
| 3Y | -34.4% | +5.5% | -39.9% | -35.6% |
| 5Y | -39.2% | +35.7% | -74.9% | -39.1% |
| All | -39.2% | +34.3% | -73.4% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling