+27.5%
UAL vs AVAV
-68.0%
+95.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -8.3% | +16.3% | +9.0% |
| 7D | +11.9% | -10.1% | +22.0% | +13.2% |
| 30D | +5.2% | -18.7% | +24.0% | +7.9% |
| 3M | -12.7% | -33.0% | +20.3% | -8.4% |
| 6M | +28.5% | -37.2% | +65.7% | +34.6% |
| YTD | +3.5% | -53.2% | +56.7% | +12.4% |
| 1Y | +27.5% | -69.0% | +96.5% | +55.5% |
| All | +27.5% | -68.0% | +95.6% | +55.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling