-1.8%
CARR vs AVAV
-68.0%
+66.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.3% | +8.9% | +1.0% |
| 7D | -0.7% | -10.1% | +9.4% | -0.1% |
| 30D | +0.3% | -18.7% | +19.0% | +1.4% |
| 3M | -14.9% | -33.0% | +18.1% | -13.2% |
| 6M | -14.9% | -37.2% | +22.3% | -13.4% |
| YTD | +7.0% | -53.2% | +60.2% | +8.6% |
| 1Y | -1.8% | -69.0% | +67.2% | +5.9% |
| All | -1.8% | -68.0% | +66.3% | +5.9% |
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