+695.3%
CAT vs AVAV
+327.1%
+368.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +1.1% |
| 7D | +9.3% | +18.4% | -9.1% | +6.3% |
| 30D | -21.5% | -4.9% | -16.5% | -21.1% |
| 3M | -29.1% | -37.7% | +8.6% | -24.0% |
| 6M | -33.4% | -28.4% | -4.9% | -31.3% |
| YTD | +6.6% | -50.0% | +56.6% | +14.2% |
| 1Y | +6.5% | -62.6% | +69.2% | +19.7% |
| 3Y | +162.7% | -0.6% | +163.3% | +134.2% |
| 5Y | +214.2% | +31.9% | +182.3% | +151.7% |
| All | +695.3% | +327.1% | +368.2% | +366.9% |
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