+379.1%
AVAV vs URA
+307.1%
+72.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +6.2% | +6.4% | +10.0% |
| 7D | +3.2% | +4.3% | -1.1% | +1.8% |
| 30D | -7.4% | -11.7% | +4.3% | -2.3% |
| 3M | -32.0% | -23.5% | -8.5% | -24.3% |
| 6M | -24.6% | -37.8% | +13.2% | -9.0% |
| YTD | -47.5% | -19.6% | -27.9% | -42.9% |
| 1Y | -61.5% | -24.8% | -36.7% | -57.0% |
| 3Y | +5.5% | +47.0% | -41.5% | -11.8% |
| 5Y | +35.7% | +35.4% | +0.4% | +12.1% |
| 10Y | +379.1% | +302.3% | +76.8% | +194.3% |
| All | +379.1% | +307.1% | +72.0% | +194.3% |
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