+421.5%
CAH vs AVAV
+423.1%
-1.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +12.6% | -11.6% | 0.0% |
| 7D | +7.8% | +3.2% | +4.7% | +7.4% |
| 30D | +15.5% | -7.4% | +22.9% | +15.8% |
| 3M | +16.3% | -32.0% | +48.3% | +19.4% |
| 6M | +50.0% | -24.6% | +74.6% | +51.4% |
| YTD | +34.7% | -47.5% | +82.2% | +38.5% |
| 1Y | +35.9% | -61.5% | +97.4% | +43.6% |
| 3Y | +178.5% | +5.5% | +173.0% | +154.8% |
| 5Y | +515.7% | +35.7% | +479.9% | +429.3% |
| 10Y | +421.5% | +379.1% | +42.4% | +264.0% |
| All | +421.5% | +423.1% | -1.6% | +264.0% |
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