+441.9%
CARR vs AVAV
+175.8%
+266.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.3% |
| 7D | +1.6% | -2.2% | +3.8% | +1.9% |
| 30D | -8.7% | -13.9% | +5.2% | -6.9% |
| 3M | -12.6% | -29.2% | +16.7% | -9.0% |
| 6M | -1.5% | -36.1% | +34.6% | +3.1% |
| YTD | +14.3% | -40.2% | +54.5% | +18.7% |
| 1Y | -4.6% | -36.2% | +31.6% | -2.8% |
| 3Y | +7.3% | +47.5% | -40.2% | -10.9% |
| 5Y | +11.6% | +39.3% | -27.6% | -9.4% |
| All | +441.9% | +175.8% | +266.1% | +210.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling