+406.1%
CAH vs AVAV
+327.1%
+79.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.5% |
| 7D | +3.9% | +18.4% | -14.5% | +2.5% |
| 30D | +16.0% | -4.9% | +21.0% | +16.2% |
| 3M | +19.1% | -37.7% | +56.7% | +23.0% |
| 6M | +53.0% | -28.4% | +81.5% | +55.1% |
| YTD | +36.6% | -50.0% | +86.7% | +41.0% |
| 1Y | +37.4% | -62.6% | +100.0% | +45.4% |
| 3Y | +178.8% | -0.6% | +179.5% | +156.4% |
| 5Y | +498.6% | +31.9% | +466.6% | +415.1% |
| All | +406.1% | +327.1% | +79.0% | +261.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling