+99.5%
U vs AVAV
-5.8%
+105.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +10.5% | -5.0% | +3.6% |
| 7D | +36.6% | -10.6% | +47.2% | +38.8% |
| 30D | +13.3% | -18.8% | +32.1% | +17.3% |
| 3M | +26.2% | -34.1% | +60.3% | +35.4% |
| 6M | +88.7% | -35.3% | +124.1% | +100.6% |
| YTD | +16.6% | -53.4% | +70.0% | +29.6% |
| 1Y | +29.0% | -65.6% | +94.6% | +51.2% |
| 3Y | +99.5% | -5.1% | +104.6% | +57.4% |
| All | +99.5% | -5.8% | +105.3% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 3y: compounded portfolio wealth divided by compounded AVAV 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…
3y analysis · Full analysis span regression · 6 months rolling