+293.7%
CAH vs AVAV
+516.1%
-222.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.9% | -5.6% | -2.9% |
| 7D | +0.5% | +3.2% | -2.7% | +0.2% |
| 30D | +1.7% | -20.3% | +22.1% | +3.5% |
| 3M | +17.9% | -19.4% | +37.3% | +19.2% |
| 6M | +10.9% | -35.3% | +46.2% | +13.7% |
| YTD | +17.9% | -38.5% | +56.4% | +20.1% |
| 1Y | +61.7% | -37.2% | +98.9% | +63.0% |
| 3Y | +183.7% | +31.1% | +152.6% | +154.6% |
| 5Y | +401.3% | +41.0% | +360.3% | +332.2% |
| 10Y | +293.7% | +508.8% | -215.1% | +143.8% |
| All | +293.7% | +516.1% | -222.4% | +143.8% |
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