+101.1%
UAL vs AVAV
+358.8%
-257.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.9% | +0.7% |
| 7D | +12.5% | 0.0% | +12.5% | +12.0% |
| 30D | +12.2% | -9.9% | +22.1% | +14.1% |
| 3M | -2.6% | -34.7% | +32.1% | +5.6% |
| 6M | +21.1% | -26.6% | +47.7% | +25.5% |
| YTD | +7.8% | -48.9% | +56.8% | +17.8% |
| 1Y | +25.4% | -63.0% | +88.4% | +46.6% |
| 3Y | +217.3% | +1.6% | +215.8% | +171.0% |
| 5Y | +132.9% | +34.5% | +98.4% | +73.1% |
| 10Y | +101.1% | +359.3% | -258.1% | +19.7% |
| All | +101.1% | +358.8% | -257.6% | +19.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling