+51.5%
CART vs AVAV
+28.8%
+22.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.5% | -1.2% |
| 7D | +1.0% | -2.2% | +3.3% | +1.2% |
| 30D | +12.6% | -13.9% | +26.5% | +13.5% |
| 3M | +23.1% | -29.2% | +52.4% | +25.3% |
| 6M | +39.5% | -36.1% | +75.7% | +42.7% |
| YTD | +13.5% | -40.2% | +53.7% | +15.5% |
| 1Y | +14.9% | -36.2% | +51.1% | +16.1% |
| All | +51.5% | +28.8% | +22.7% | +28.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling