-39.0%
AVAV vs UMAC
+141.5%
-180.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -6.4% | +1.0% | -3.3% |
| 7D | -3.2% | +3.3% | -6.4% | -4.3% |
| 30D | -25.6% | -10.4% | -15.2% | -24.1% |
| 3M | -20.2% | +1.8% | -22.0% | -23.4% |
| 6M | -38.1% | +40.7% | -78.8% | -50.0% |
| YTD | -41.8% | +90.9% | -132.7% | -58.2% |
| 1Y | -39.0% | +151.8% | -190.8% | -54.9% |
| All | -39.0% | +141.5% | -180.6% | -54.9% |
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