+18.1%
AVAV vs UMAC
+549.5%
-531.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.3% | -6.5% | +1.8% |
| 7D | +3.2% | +14.7% | -11.5% | +1.6% |
| 30D | -20.3% | -0.5% | -19.8% | -20.6% |
| 3M | -19.4% | +0.5% | -19.9% | -20.2% |
| 6M | -35.3% | +57.9% | -93.2% | -38.9% |
| YTD | -38.5% | +103.9% | -142.4% | -42.9% |
| 1Y | -37.2% | +159.3% | -196.5% | -42.4% |
| All | +18.1% | +549.5% | -531.4% | +10.0% |
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