+6.8%
CAT vs AVAV
-62.2%
+69.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +2.8% |
| 7D | +1.7% | +9.9% | -8.1% | +0.7% |
| 30D | -24.6% | -5.4% | -19.2% | -24.4% |
| 3M | -28.5% | -36.5% | +8.0% | -25.9% |
| 6M | -34.8% | -25.3% | -9.5% | -34.0% |
| YTD | +5.9% | -48.6% | +54.5% | +8.2% |
| 1Y | +6.8% | -62.1% | +68.9% | +11.6% |
| All | +6.8% | -62.2% | +69.0% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling