+11.7%
AVAV vs UMAC
+508.0%
-496.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -6.4% | +1.0% | -4.7% |
| 7D | -3.2% | +3.3% | -6.4% | -3.5% |
| 30D | -25.6% | -10.4% | -15.2% | -24.9% |
| 3M | -20.2% | +1.8% | -22.0% | -20.9% |
| 6M | -38.1% | +40.7% | -78.8% | -40.9% |
| YTD | -41.8% | +90.9% | -132.7% | -45.5% |
| 1Y | -39.0% | +151.8% | -190.8% | -43.7% |
| All | +11.7% | +508.0% | -496.3% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded UMAC 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling