-1.0%
CARR vs AVAV
-62.1%
+61.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.2% | +2.9% |
| 7D | -1.9% | +9.9% | -11.8% | -2.5% |
| 30D | -1.1% | -5.4% | +4.3% | -0.9% |
| 3M | -13.8% | -36.5% | +22.7% | -12.0% |
| 6M | -16.5% | -25.3% | +8.8% | -15.8% |
| YTD | +4.9% | -48.6% | +53.5% | +5.8% |
| All | -1.0% | -62.1% | +61.1% | +1.1% |
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