-10.5%
AVAV vs UMAC
+197.5%
-208.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +10.8% | -0.3% | +9.2% |
| 7D | -10.6% | -23.4% | +12.8% | -7.8% |
| 30D | -18.8% | -45.6% | +26.8% | -13.1% |
| 3M | -34.1% | -50.9% | +16.8% | -29.0% |
| 6M | -35.3% | -16.5% | -18.8% | -34.0% |
| YTD | -53.4% | -6.6% | -46.8% | -52.9% |
| 1Y | -65.6% | +10.7% | -76.3% | -65.6% |
| All | -10.5% | +197.5% | -208.0% | -9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling