+62.4%
CART vs AVAV
-68.0%
+130.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -8.3% | +9.9% | +1.9% |
| 7D | +1.4% | -10.1% | +11.5% | +1.8% |
| 30D | +29.7% | -18.7% | +48.4% | +30.5% |
| 3M | +29.7% | -33.0% | +62.7% | +31.4% |
| 6M | +36.8% | -37.2% | +74.0% | +38.9% |
| YTD | +31.7% | -53.2% | +84.8% | +33.0% |
| 1Y | +62.4% | -69.0% | +131.4% | +74.0% |
| All | +62.4% | -68.0% | +130.4% | +74.0% |
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