+500.7%
AVAV vs URA
+359.3%
+141.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.1% |
| 7D | -2.2% | +1.1% | -3.3% | -2.7% |
| 30D | -13.9% | +7.4% | -21.3% | -16.4% |
| 3M | -29.2% | -8.4% | -20.8% | -26.8% |
| 6M | -36.1% | -12.7% | -23.4% | -33.0% |
| YTD | -40.2% | +7.8% | -48.0% | -42.3% |
| 1Y | -36.2% | +19.5% | -55.7% | -41.0% |
| 3Y | +47.5% | +116.4% | -68.9% | +5.2% |
| 5Y | +39.3% | +134.3% | -95.0% | -8.3% |
| All | +500.7% | +359.3% | +141.5% | +244.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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