+7.3%
AVAV vs URA
+27.0%
-19.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -5.3% | -4.6% | -7.5% |
| 7D | -24.3% | -13.3% | -11.0% | -19.3% |
| 30D | -28.9% | -25.9% | -3.0% | -18.9% |
| 3M | -39.3% | -27.8% | -11.5% | -30.2% |
| 6M | -38.8% | -42.8% | +4.1% | -22.5% |
| YTD | -57.8% | -27.5% | -30.3% | -51.9% |
| 1Y | -70.9% | -35.1% | -35.8% | -65.3% |
| 3Y | -14.8% | +31.1% | -45.9% | -26.1% |
| 5Y | +7.3% | +29.8% | -22.5% | -12.7% |
| All | +7.3% | +27.0% | -19.7% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling