+9.6%
CARR vs AVAV
+33.5%
-23.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.4% | +3.4% | -1.3% |
| 7D | +0.6% | -3.2% | +3.8% | +1.0% |
| 30D | -8.7% | -25.6% | +16.9% | -5.5% |
| 3M | -18.4% | -20.2% | +1.9% | -16.8% |
| 6M | -0.6% | -38.1% | +37.4% | +3.7% |
| YTD | +10.9% | -41.8% | +52.7% | +14.8% |
| 1Y | -7.3% | -39.0% | +31.8% | -5.2% |
| 3Y | +2.9% | +24.1% | -21.2% | -9.0% |
| 5Y | +9.6% | +53.0% | -43.4% | -9.6% |
| All | +9.6% | +33.5% | -23.9% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling