+75.7%
CART vs AVAV
+0.8%
+74.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -8.3% | +9.9% | +2.0% |
| 7D | +1.4% | -10.1% | +11.5% | +1.9% |
| 30D | +29.7% | -18.7% | +48.4% | +31.0% |
| 3M | +29.7% | -33.0% | +62.7% | +32.4% |
| 6M | +36.8% | -37.2% | +74.0% | +39.4% |
| YTD | +31.7% | -53.2% | +84.8% | +35.6% |
| 1Y | +62.4% | -69.0% | +131.4% | +72.4% |
| 3Y | +120.1% | -5.5% | +125.6% | +95.6% |
| All | +75.7% | +0.8% | +74.9% | +51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling