+1,134.9%
CAT vs AVAV
+479.1%
+655.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.5% | +2.0% |
| 7D | +1.7% | -2.2% | +3.9% | +2.1% |
| 30D | -6.6% | -13.9% | +7.4% | -4.5% |
| 3M | -13.3% | -29.2% | +15.9% | -9.4% |
| 6M | +11.6% | -36.1% | +47.7% | +17.5% |
| YTD | +42.9% | -40.2% | +83.1% | +49.7% |
| 1Y | +95.4% | -36.2% | +131.6% | +100.3% |
| 3Y | +196.6% | +47.5% | +149.1% | +145.0% |
| 5Y | +321.7% | +39.3% | +282.4% | +236.6% |
| All | +1,134.9% | +479.1% | +655.8% | +509.2% |
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 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