+5.0%
CARR vs AVAV
+31.0%
-26.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.9% | -1.3% |
| 7D | +3.2% | +3.2% | +0.1% | +2.9% |
| 30D | -7.7% | -20.3% | +12.7% | -5.6% |
| 3M | -11.9% | -19.4% | +7.5% | -10.5% |
| 6M | +2.0% | -35.3% | +37.3% | +5.3% |
| YTD | +13.2% | -38.5% | +51.6% | +15.7% |
| 1Y | -8.5% | -37.2% | +28.7% | -7.1% |
| 3Y | +5.0% | +31.1% | -26.1% | -3.7% |
| All | +5.0% | +31.0% | -26.0% | -3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling