+820.2%
CTAS vs AVAV
+360.4%
+459.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | -0.8% | +9.9% | -10.6% | -2.0% |
| 30D | +10.7% | -5.4% | +16.1% | +11.0% |
| 3M | +11.0% | -36.5% | +47.5% | +16.1% |
| 6M | +38.7% | -25.3% | +64.0% | +40.9% |
| YTD | +21.8% | -48.6% | +70.3% | +27.1% |
| 1Y | +23.6% | -62.1% | +85.7% | +33.7% |
| 3Y | +74.9% | +2.3% | +72.6% | +56.6% |
| 5Y | +119.5% | +35.4% | +84.1% | +80.1% |
| 10Y | +820.2% | +345.1% | +475.1% | +484.8% |
| All | +820.2% | +360.4% | +459.8% | +484.8% |
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