+813.9%
CTAS vs AVAV
+423.1%
+390.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +12.6% | -12.2% | -1.0% |
| 7D | -0.7% | +3.2% | -3.9% | -1.3% |
| 30D | +10.3% | -7.4% | +17.7% | +10.8% |
| 3M | +10.2% | -32.0% | +42.2% | +14.4% |
| 6M | +34.4% | -24.6% | +58.9% | +36.4% |
| YTD | +19.6% | -47.5% | +67.1% | +24.5% |
| 1Y | +21.8% | -61.5% | +83.3% | +31.5% |
| 3Y | +74.1% | +5.5% | +68.7% | +55.2% |
| 5Y | +114.0% | +35.7% | +78.3% | +75.8% |
| 10Y | +813.9% | +379.1% | +434.8% | +480.7% |
| All | +813.9% | +423.1% | +390.8% | +480.7% |
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