+394.0%
CARR vs AVAV
+124.1%
+270.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.1% |
| 7D | +3.5% | +4.2% | -0.7% | +2.8% |
| 30D | +0.4% | -2.6% | +2.9% | +0.4% |
| 3M | -14.1% | -38.0% | +23.9% | -8.6% |
| 6M | -16.7% | -27.0% | +10.3% | -14.8% |
| YTD | +4.2% | -51.4% | +55.6% | +10.8% |
| 1Y | -0.2% | -60.2% | +60.0% | +9.5% |
| 3Y | +10.9% | -6.7% | +17.5% | -0.5% |
| 5Y | +3.9% | +28.3% | -24.4% | -15.9% |
| All | +394.0% | +124.1% | +270.0% | +190.0% |
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