+72.5%
CART vs AVAV
+0.4%
+72.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.5% | -9.9% | 0.0% |
| 7D | +3.0% | -10.6% | +13.5% | +3.5% |
| 30D | +28.6% | -18.8% | +47.4% | +29.9% |
| 3M | +29.1% | -34.1% | +63.2% | +31.8% |
| 6M | +44.7% | -35.3% | +80.1% | +47.2% |
| YTD | +29.2% | -53.4% | +82.6% | +33.0% |
| 1Y | +66.2% | -65.6% | +131.8% | +74.9% |
| 3Y | +112.8% | -5.1% | +117.9% | +88.6% |
| All | +72.5% | +0.4% | +72.0% | +48.3% |
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