+677.7%
CAT vs AVAV
+357.1%
+320.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.7% | +0.3% | -1.9% |
| 7D | -6.3% | 0.0% | -6.3% | -6.4% |
| 30D | -26.8% | -9.9% | -16.9% | -25.8% |
| 3M | -30.0% | -34.7% | +4.7% | -25.6% |
| 6M | -34.6% | -26.6% | -8.0% | -32.8% |
| YTD | +2.9% | -48.9% | +51.9% | +9.9% |
| 1Y | +3.3% | -63.0% | +66.3% | +16.3% |
| 3Y | +153.7% | +1.6% | +152.1% | +125.4% |
| 5Y | +207.3% | +34.5% | +172.8% | +145.4% |
| All | +677.7% | +357.1% | +320.6% | +355.8% |
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