-6.7%
AVAV vs UMAC
+182.0%
-188.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.6% | +1.9% | -2.2% |
| 7D | +4.2% | -5.2% | +9.4% | +4.9% |
| 30D | -2.6% | -36.4% | +33.8% | +2.6% |
| 3M | -38.0% | -58.6% | +20.6% | -31.9% |
| 6M | -27.0% | -24.6% | -2.4% | -24.6% |
| YTD | -51.4% | -11.5% | -40.0% | -50.5% |
| 1Y | -60.2% | +16.9% | -77.1% | -60.0% |
| All | -6.7% | +182.0% | -188.7% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling