+111.6%
CART vs AVAV
-14.7%
+126.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -9.8% | +7.4% | -1.9% |
| 7D | +1.2% | -24.3% | +25.5% | +2.7% |
| 30D | +27.1% | -28.9% | +56.0% | +29.3% |
| 3M | +27.4% | -39.3% | +66.7% | +30.6% |
| 6M | +32.1% | -38.8% | +70.9% | +34.6% |
| YTD | +28.5% | -57.8% | +86.3% | +32.9% |
| 1Y | +58.8% | -70.9% | +129.7% | +68.5% |
| All | +111.6% | -14.7% | +126.3% | +67.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling