-5.9%
CARR vs AVAV
-39.3%
+33.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.4% | +3.4% | -1.6% |
| 7D | +0.6% | -3.2% | +3.8% | +0.9% |
| 30D | -8.7% | -25.6% | +16.9% | -6.9% |
| 3M | -18.4% | -20.2% | +1.9% | -17.4% |
| 6M | -0.6% | -38.1% | +37.4% | +1.3% |
| YTD | +10.9% | -41.8% | +52.7% | +11.2% |
| All | -5.9% | -39.3% | +33.5% | -0.5% |
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