+358.4%
AVAV vs URA
+278.3%
+80.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +4.4% | +6.1% | +8.7% |
| 7D | -10.6% | -4.1% | -6.5% | -8.8% |
| 30D | -18.8% | -19.0% | +0.2% | -11.4% |
| 3M | -34.1% | -25.1% | -9.0% | -26.0% |
| 6M | -35.3% | -44.5% | +9.2% | -18.5% |
| YTD | -53.4% | -24.3% | -29.1% | -48.1% |
| 1Y | -65.6% | -28.1% | -37.5% | -61.0% |
| 3Y | -5.1% | +40.7% | -45.7% | -19.3% |
| 5Y | +18.5% | +35.5% | -16.9% | -2.0% |
| All | +358.4% | +278.3% | +80.1% | +201.9% |
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