-63.0%
AVAV vs UMAC
+9.5%
-72.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.6% | +3.9% | -0.3% |
| 7D | 0.0% | -13.9% | +13.9% | +5.3% |
| 30D | -9.9% | -39.6% | +29.6% | +6.8% |
| 3M | -34.7% | -53.6% | +18.9% | -17.2% |
| 6M | -26.6% | -6.2% | -20.4% | -32.6% |
| YTD | -48.9% | -1.2% | -47.8% | -58.2% |
| 1Y | -63.0% | +9.7% | -72.7% | -71.4% |
| All | -63.0% | +9.5% | -72.5% | -71.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling