+414.1%
CARR vs AVAV
+180.4%
+233.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.4% | -6.7% | -2.9% |
| 7D | -4.1% | -0.1% | -4.0% | -4.2% |
| 30D | -11.0% | -25.0% | +14.0% | -7.4% |
| 3M | -16.4% | -15.0% | -1.4% | -15.3% |
| 6M | -2.4% | -33.6% | +31.3% | +1.6% |
| YTD | +8.4% | -39.2% | +47.6% | +12.3% |
| 1Y | -8.0% | -40.5% | +32.5% | -5.0% |
| 3Y | +0.6% | +29.6% | -29.0% | -14.0% |
| 5Y | +7.7% | +56.7% | -49.0% | -14.6% |
| All | +414.1% | +180.4% | +233.7% | +193.7% |
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