+36.8%
CART vs AVAV
-39.0%
+75.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -8.3% | +9.9% | +1.6% |
| 7D | +1.4% | -10.1% | +11.5% | +1.4% |
| 30D | +29.7% | -18.7% | +48.4% | +29.3% |
| 3M | +29.7% | -33.0% | +62.7% | +29.1% |
| 6M | +36.8% | -37.2% | +74.0% | +38.0% |
| All | +36.8% | -39.0% | +75.8% | +38.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling