+512.4%
AVAV vs URA
-31.1%
+543.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.0% |
| 7D | -2.2% | +1.1% | -3.3% | -2.6% |
| 30D | -13.9% | +7.4% | -21.3% | -16.2% |
| 3M | -29.2% | -8.4% | -20.8% | -26.9% |
| 6M | -36.1% | -12.7% | -23.4% | -33.2% |
| YTD | -40.2% | +7.8% | -48.0% | -42.1% |
| 1Y | -36.2% | +19.5% | -55.7% | -40.6% |
| 3Y | +47.5% | +116.4% | -68.9% | +8.2% |
| 5Y | +39.3% | +134.3% | -95.0% | -4.8% |
| 10Y | +482.6% | +359.3% | +123.3% | +200.5% |
| All | +512.4% | -31.1% | +543.5% | +359.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling